-3.2%
FSLY vs ITUB
+114.2%
-117.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.4% | +6.5% |
| 7D | +11.2% | 0.0% | +11.2% | +11.1% |
| 30D | -18.2% | +2.6% | -20.7% | -19.1% |
| 3M | +21.9% | +8.4% | +13.5% | +17.5% |
| 6M | +4.0% | -0.5% | +4.6% | +3.2% |
| YTD | +123.1% | +15.3% | +107.8% | +102.3% |
| 1Y | +196.9% | +28.7% | +168.1% | +157.1% |
| All | -3.2% | +114.2% | -117.5% | -40.3% |
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