+1,347.6%
ITUB vs VO
+825.6%
+522.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | +3.1% | -1.2% | -2.1% |
| 30D | -22.2% | +2.2% | -24.4% | -24.7% |
| 3M | +2.7% | -2.5% | +5.2% | +5.9% |
| 6M | -3.0% | +7.0% | -9.9% | -11.5% |
| YTD | +7.5% | +14.0% | -6.5% | -9.4% |
| 1Y | +10.5% | +15.6% | -5.2% | -8.8% |
| 3Y | +81.0% | +66.2% | +14.8% | -10.5% |
| 5Y | +181.8% | +36.6% | +145.2% | +70.5% |
| 10Y | +170.2% | +199.0% | -28.8% | -49.9% |
| All | +1,347.6% | +825.6% | +522.0% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling