+105.4%
FSLR vs ITUB
+186.4%
-81.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | -15.1% | +2.6% | -17.7% | -15.7% |
| 3M | -22.5% | +8.4% | -31.0% | -24.3% |
| 6M | +4.0% | -0.5% | +4.5% | +3.7% |
| YTD | -22.3% | +15.3% | -37.5% | -25.5% |
| 1Y | 0.0% | +28.7% | -28.7% | -7.2% |
| 3Y | +10.9% | +118.7% | -107.8% | -9.5% |
| 5Y | +105.4% | +182.7% | -77.3% | +57.7% |
| All | +105.4% | +186.4% | -81.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling