-6.7%
FTV vs ITUB
+120.1%
-126.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.8% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | -11.5% | +10.7% | -22.2% | -13.0% |
| 3M | -9.0% | +10.1% | -19.1% | -10.7% |
| 6M | -2.0% | -0.1% | -1.9% | -2.5% |
| YTD | -0.9% | +18.4% | -19.4% | -5.2% |
| 1Y | +14.8% | +31.3% | -16.5% | +7.2% |
| All | -6.7% | +120.1% | -126.7% | -24.6% |
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 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