+2,576.7%
FTI vs ITUB
+1,959.7%
+616.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.9% |
| 7D | -0.2% | +8.2% | -8.4% | -3.4% |
| 30D | +12.3% | +4.7% | +7.6% | +9.9% |
| 3M | +13.8% | +13.0% | +0.7% | +7.5% |
| 6M | +24.3% | +4.2% | +20.1% | +20.6% |
| YTD | +75.8% | +18.6% | +57.2% | +61.2% |
| 1Y | +99.6% | +31.3% | +68.4% | +75.0% |
| 3Y | +278.4% | +124.9% | +153.5% | +157.2% |
| 5Y | +1,168.7% | +195.6% | +973.1% | +647.9% |
| 10Y | +297.5% | +196.4% | +101.1% | +119.9% |
| All | +2,576.7% | +1,959.7% | +616.9% | +915.0% |
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 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