+92.5%
FTV vs ITUB
+267.4%
-174.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.2% |
| 7D | -0.4% | +8.2% | -8.6% | -2.2% |
| 30D | -8.3% | +4.7% | -13.0% | -9.4% |
| 3M | -7.4% | +13.0% | -20.4% | -10.3% |
| 6M | -1.2% | +4.2% | -5.4% | -2.8% |
| YTD | +2.7% | +18.6% | -15.9% | -2.4% |
| 1Y | +18.4% | +31.3% | -12.8% | +9.6% |
| 3Y | -2.0% | +124.9% | -126.9% | -21.6% |
| 5Y | +3.4% | +195.6% | -192.2% | -25.1% |
| 10Y | +78.5% | +196.4% | -117.9% | +18.0% |
| All | +92.5% | +267.4% | -174.9% | +16.3% |
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