+45.9%
NSC vs ITUB
+181.4%
-135.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.7% |
| 7D | -1.5% | +8.2% | -9.8% | -2.6% |
| 30D | -1.9% | +4.7% | -6.6% | -2.6% |
| 3M | +6.2% | +13.0% | -6.8% | +4.2% |
| 6M | +9.2% | +4.2% | +5.0% | +8.1% |
| YTD | +15.0% | +18.6% | -3.5% | +11.6% |
| 1Y | +21.1% | +31.3% | -10.2% | +15.6% |
| 3Y | +78.6% | +124.9% | -46.3% | +56.8% |
| 5Y | +45.9% | +195.6% | -149.7% | +21.0% |
| All | +45.9% | +181.4% | -135.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling