+16.2%
NSC vs ITUB
+8.1%
+8.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.7% |
| 7D | -3.4% | +4.9% | -8.3% | -3.5% |
| 30D | +3.6% | -27.2% | +30.8% | +4.5% |
| 3M | -1.4% | -6.1% | +4.7% | -2.4% |
| 6M | +6.0% | -10.7% | +16.6% | +5.2% |
| YTD | +15.5% | +5.5% | +10.0% | +9.9% |
| 1Y | +16.2% | +7.8% | +8.4% | +10.5% |
| All | +16.2% | +8.1% | +8.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling