+76.5%
FTV vs ITUB
+220.1%
-143.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -4.0% | +2.2% | -6.2% | -4.5% |
| 30D | -11.0% | +12.6% | -23.6% | -13.5% |
| 3M | -8.4% | +6.4% | -14.8% | -10.0% |
| 6M | -2.6% | +0.6% | -3.1% | -3.3% |
| YTD | -0.6% | +18.8% | -19.5% | -5.6% |
| 1Y | +11.0% | +31.0% | -20.1% | +2.8% |
| 3Y | -6.3% | +118.1% | -124.4% | -24.3% |
| 5Y | -1.5% | +193.0% | -194.6% | -28.2% |
| All | +76.5% | +220.1% | -143.6% | +18.5% |
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