+16.4%
FSLR vs ITUB
+125.3%
-108.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.6% |
| 7D | +6.8% | +8.2% | -1.4% | +4.0% |
| 30D | -14.7% | +4.7% | -19.4% | -16.1% |
| 3M | -22.6% | +13.0% | -35.6% | -25.9% |
| 6M | +12.7% | +4.2% | +8.5% | +10.5% |
| YTD | -18.4% | +18.6% | -36.9% | -23.8% |
| 1Y | +4.9% | +31.3% | -26.3% | -6.1% |
| 3Y | +16.4% | +124.9% | -108.5% | -18.5% |
| All | +16.4% | +125.3% | -108.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling