+120.8%
ITUB vs VLTO
+27.2%
+93.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | +8.7% | -2.3% | +11.0% | +9.1% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | +7.8% | +13.8% | -6.0% | +4.9% |
| 6M | -3.4% | +2.0% | -5.4% | -3.8% |
| YTD | +16.3% | -3.2% | +19.5% | +16.9% |
| 1Y | +29.8% | -9.2% | +39.0% | +32.1% |
| All | +120.8% | +27.2% | +93.6% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling