+131.7%
ITUB vs VCLT
+102.9%
+28.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | +8.4% | -2.9% | +11.3% | +9.3% |
| 6M | -0.5% | -4.0% | +3.4% | +0.7% |
| YTD | +15.3% | -2.2% | +17.5% | +16.1% |
| 1Y | +28.7% | -2.6% | +31.3% | +29.8% |
| 3Y | +118.7% | +12.3% | +106.4% | +112.8% |
| 5Y | +182.7% | -16.4% | +199.0% | +189.5% |
| 10Y | +207.6% | +18.1% | +189.5% | +215.3% |
| All | +131.7% | +102.9% | +28.7% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling