+131.3%
FTV vs ITUB
+233.2%
-101.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +3.9% | +1.9% | +2.0% | +3.5% |
| 30D | +18.7% | -22.2% | +40.8% | +24.3% |
| 3M | +10.0% | +2.7% | +7.3% | +7.6% |
| 6M | +14.6% | -3.0% | +17.5% | +13.2% |
| YTD | +23.4% | +7.5% | +15.9% | +18.2% |
| 1Y | +31.3% | +10.5% | +20.8% | +24.7% |
| 3Y | +39.8% | +81.0% | -41.2% | +16.2% |
| 5Y | +17.7% | +181.8% | -164.1% | -14.8% |
| 10Y | +110.2% | +170.2% | -59.9% | +43.6% |
| All | +131.3% | +233.2% | -101.9% | +40.8% |
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