+208.2%
ITUB vs VCLT
+17.1%
+191.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.9% |
| 30D | +12.6% | -1.2% | +13.8% | +13.3% |
| 3M | +6.4% | -4.8% | +11.2% | +9.1% |
| 6M | +0.6% | -2.6% | +3.2% | +2.1% |
| YTD | +18.8% | -3.3% | +22.2% | +21.1% |
| 1Y | +31.0% | -4.8% | +35.8% | +34.5% |
| 3Y | +118.1% | +11.5% | +106.6% | +107.1% |
| 5Y | +193.0% | -17.0% | +210.0% | +220.6% |
| All | +208.2% | +17.1% | +191.1% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling