-3.5%
FSLY vs ITUB
+122.5%
-126.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +12.5% | +2.2% | +10.3% | +11.7% |
| 30D | -18.8% | +12.6% | -31.4% | -21.7% |
| 3M | +22.7% | +6.4% | +16.3% | +19.8% |
| 6M | -3.7% | +0.6% | -4.3% | -4.3% |
| YTD | +127.5% | +18.8% | +108.7% | +112.9% |
| 1Y | +193.5% | +31.0% | +162.5% | +166.7% |
| 3Y | -1.3% | +118.1% | -119.4% | -23.6% |
| 5Y | -47.3% | +193.0% | -240.4% | -62.7% |
| All | -3.5% | +122.5% | -126.0% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling