+298.3%
NSC vs ITUB
+154.1%
+144.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.1% |
| 7D | -3.4% | +4.9% | -8.3% | -4.4% |
| 30D | +3.6% | -27.2% | +30.8% | +10.2% |
| 3M | -1.4% | -6.1% | +4.7% | -1.7% |
| 6M | +6.0% | -10.7% | +16.6% | +6.6% |
| YTD | +15.5% | +5.5% | +10.0% | +10.9% |
| 1Y | +16.2% | +7.8% | +8.4% | +10.9% |
| 3Y | +76.9% | +75.0% | +2.0% | +47.4% |
| 5Y | +29.3% | +178.6% | -149.2% | -8.3% |
| 10Y | +298.3% | +162.9% | +135.4% | +181.2% |
| All | +298.3% | +154.1% | +144.2% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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