+102.0%
FTI vs ITUB
+30.8%
+71.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +5.3% | +8.7% | -3.4% | +3.4% |
| 30D | +15.3% | -0.7% | +16.0% | +15.6% |
| 3M | +15.8% | +7.8% | +8.0% | +13.2% |
| 6M | +22.6% | -3.4% | +26.0% | +22.6% |
| YTD | +79.5% | +16.3% | +63.3% | +68.8% |
| 1Y | +102.0% | +29.8% | +72.2% | +82.1% |
| All | +102.0% | +30.8% | +71.3% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling