+104.9%
ITUB vs VLTO
+56.1%
+48.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +5.5% | +2.0% | +3.4% | +5.1% |
| 30D | -25.6% | +21.8% | -47.4% | -28.0% |
| 3M | -4.7% | +20.2% | -24.9% | -7.6% |
| 6M | -8.6% | +36.3% | -45.0% | -13.7% |
| YTD | +7.9% | +18.8% | -10.9% | +4.8% |
| 1Y | +11.2% | +20.4% | -9.2% | +7.6% |
| 3Y | +82.6% | +71.9% | +10.7% | +66.6% |
| All | +104.9% | +56.1% | +48.8% | +87.4% |
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 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