+176.3%
ITUB vs VO
+197.6%
-21.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | +3.1% | -1.2% | -0.8% |
| 30D | -22.2% | +2.2% | -24.4% | -23.9% |
| 3M | +2.7% | -2.5% | +5.2% | +5.0% |
| 6M | -3.0% | +7.0% | -9.9% | -8.9% |
| YTD | +7.5% | +14.0% | -6.5% | -4.3% |
| 1Y | +10.5% | +15.6% | -5.2% | -3.0% |
| 3Y | +81.0% | +66.2% | +14.8% | +12.2% |
| 5Y | +181.8% | +36.6% | +145.2% | +107.5% |
| All | +176.3% | +197.6% | -21.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling