-1.0%
FTV vs ITUB
+186.2%
-187.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -4.0% | +2.2% | -6.2% | -4.3% |
| 30D | -11.0% | +12.6% | -23.6% | -12.9% |
| 3M | -8.4% | +6.4% | -14.8% | -9.6% |
| 6M | -2.6% | +0.6% | -3.1% | -3.1% |
| YTD | -0.6% | +18.8% | -19.5% | -4.6% |
| 1Y | +11.0% | +31.0% | -20.1% | +4.2% |
| 3Y | -6.3% | +118.1% | -124.4% | -21.1% |
| All | -1.0% | +186.2% | -187.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling