+123.8%
ITUB vs ESTC
+26.3%
+97.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.3% |
| 7D | +8.2% | -4.3% | +12.5% | +8.6% |
| 30D | +4.7% | +17.7% | -13.0% | +2.7% |
| 3M | +13.0% | +42.3% | -29.3% | +8.5% |
| 6M | +4.2% | +64.6% | -60.4% | -1.9% |
| YTD | +18.6% | +17.2% | +1.4% | +15.3% |
| 1Y | +31.3% | -4.2% | +35.5% | +29.9% |
| 3Y | +124.9% | +13.5% | +111.4% | +110.0% |
| 5Y | +195.6% | -45.5% | +241.1% | +194.6% |
| All | +123.8% | +26.3% | +97.5% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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