+266.8%
FTI vs ITUB
+120.1%
+146.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.4% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | +0.4% | +10.7% | -10.3% | -1.9% |
| 3M | +8.1% | +10.1% | -1.9% | +5.4% |
| 6M | +16.7% | -0.1% | +16.8% | +15.9% |
| YTD | +70.0% | +18.4% | +51.6% | +62.0% |
| 1Y | +85.4% | +31.3% | +54.2% | +72.4% |
| All | +266.8% | +120.1% | +146.7% | +206.4% |
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