+2,072.5%
FTNT vs ITUB
+220.1%
+1,852.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -0.1% | +2.2% | -2.3% | -0.5% |
| 30D | -3.0% | +12.6% | -15.6% | -5.2% |
| 3M | +7.6% | +6.4% | +1.2% | +6.1% |
| 6M | +87.0% | +0.6% | +86.4% | +85.5% |
| YTD | +96.5% | +18.8% | +77.7% | +88.4% |
| 1Y | +92.9% | +31.0% | +61.9% | +81.2% |
| 3Y | +139.8% | +118.1% | +21.8% | +102.2% |
| 5Y | +151.3% | +193.0% | -41.7% | +96.7% |
| All | +2,072.5% | +220.1% | +1,852.4% | +1,469.1% |
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 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