+192.0%
ITUB vs VCLT
-17.3%
+209.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +10.7% | -1.1% | +11.8% | +11.3% |
| 3M | +10.1% | -3.7% | +13.7% | +12.0% |
| 6M | -0.1% | -4.0% | +3.9% | +1.9% |
| YTD | +18.4% | -3.4% | +21.8% | +20.5% |
| 1Y | +31.3% | -4.1% | +35.4% | +34.0% |
| 3Y | +124.6% | +11.0% | +113.6% | +115.9% |
| 5Y | +192.0% | -17.0% | +209.0% | +192.9% |
| All | +192.0% | -17.3% | +209.3% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling