-10.4%
FSLY vs ITUB
+122.0%
-132.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.8% |
| 7D | +3.5% | +8.2% | -4.8% | +1.1% |
| 30D | -6.4% | +4.7% | -11.1% | -7.8% |
| 3M | +10.9% | +13.0% | -2.1% | +6.4% |
| 6M | +6.7% | +4.2% | +2.5% | +5.2% |
| YTD | +111.1% | +18.6% | +92.5% | +97.8% |
| 1Y | +185.8% | +31.3% | +154.5% | +159.7% |
| 3Y | -6.6% | +124.9% | -131.4% | -28.3% |
| 5Y | -52.4% | +195.6% | -248.0% | -66.3% |
| All | -10.4% | +122.0% | -132.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling