+173.9%
ITUB vs VSXY
+37.7%
+136.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.5% |
| 7D | 0.0% | -10.7% | +10.7% | +0.8% |
| 30D | +2.6% | -24.3% | +26.8% | +4.9% |
| 3M | +8.4% | +1.0% | +7.4% | +8.0% |
| 6M | -0.5% | +57.4% | -57.9% | -5.5% |
| YTD | +15.3% | +39.8% | -24.5% | +10.3% |
| 1Y | +28.7% | +196.5% | -167.8% | +14.9% |
| 3Y | +118.7% | +357.2% | -238.6% | +78.2% |
| 5Y | +182.7% | +18.9% | +163.8% | +157.6% |
| All | +173.9% | +37.7% | +136.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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