+9,374.7%
FTNT vs ITUB
+134.4%
+9,240.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -2.7% | +8.2% | -11.0% | -4.4% |
| 30D | -1.4% | +4.7% | -6.1% | -2.5% |
| 3M | +10.1% | +13.0% | -2.9% | +7.0% |
| 6M | +88.2% | +4.2% | +84.0% | +85.1% |
| YTD | +98.3% | +18.6% | +79.7% | +89.2% |
| 1Y | +96.0% | +31.3% | +64.7% | +82.6% |
| 3Y | +145.8% | +124.9% | +20.9% | +101.3% |
| 5Y | +154.6% | +195.6% | -41.0% | +91.9% |
| 10Y | +2,063.6% | +196.4% | +1,867.3% | +1,390.5% |
| All | +9,374.7% | +134.4% | +9,240.3% | +5,814.6% |
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