+295.8%
FTI vs ITUB
+220.1%
+75.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -4.4% | +2.2% | -6.6% | -5.4% |
| 30D | +1.5% | +12.6% | -11.1% | -4.1% |
| 3M | +8.2% | +6.4% | +1.8% | +4.4% |
| 6M | +18.8% | +0.6% | +18.2% | +16.7% |
| YTD | +71.7% | +18.8% | +52.8% | +55.3% |
| 1Y | +90.0% | +31.0% | +59.0% | +63.5% |
| 3Y | +270.5% | +118.1% | +152.4% | +140.3% |
| 5Y | +1,084.5% | +193.0% | +891.5% | +533.3% |
| All | +295.8% | +220.1% | +75.7% | +113.0% |
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