+100.3%
ITUB vs VLTO
+54.8%
+45.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +3.7% | +5.4% | -1.7% | +2.8% |
| 30D | -24.1% | +22.3% | -46.4% | -26.6% |
| 3M | -9.6% | +19.6% | -29.2% | -12.3% |
| 6M | -11.5% | +35.2% | -46.7% | -16.3% |
| YTD | +5.5% | +17.9% | -12.3% | +2.6% |
| 1Y | +9.9% | +19.5% | -9.7% | +6.4% |
| 3Y | +84.8% | +73.9% | +10.9% | +68.0% |
| All | +100.3% | +54.8% | +45.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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