+129.3%
ITUB vs VT
+215.5%
-86.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | +3.7% | -2.3% | +6.0% | +6.2% |
| 30D | -24.1% | -5.0% | -19.1% | -20.0% |
| 3M | -9.6% | -4.9% | -4.7% | -4.7% |
| 6M | -11.5% | -1.5% | -10.0% | -10.4% |
| YTD | +5.5% | +8.5% | -3.0% | -3.3% |
| 1Y | +9.9% | +11.4% | -1.5% | -2.1% |
| 3Y | +84.8% | +70.1% | +14.7% | +2.0% |
| 5Y | +182.6% | +53.7% | +128.9% | +73.8% |
| All | +129.3% | +215.5% | -86.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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