+167.2%
ITUB vs VT
+374.2%
-207.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +8.7% | +0.4% | +8.3% | +8.0% |
| 30D | -0.7% | +1.0% | -1.7% | -2.0% |
| 3M | +7.8% | +2.4% | +5.4% | +3.8% |
| 6M | -3.4% | +12.0% | -15.4% | -17.7% |
| YTD | +16.3% | +15.3% | +0.9% | -4.6% |
| 1Y | +29.8% | +22.6% | +7.2% | -2.3% |
| 3Y | +111.1% | +74.7% | +36.4% | -6.2% |
| 5Y | +173.6% | +66.1% | +107.4% | +25.3% |
| 10Y | +193.2% | +225.0% | -31.8% | -51.5% |
| All | +167.2% | +374.2% | -207.0% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling