+2,410.1%
NSC vs ITUB
+1,920.1%
+490.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | -5.5% | +8.7% | -14.2% | -7.7% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | +7.7% | +7.8% | -0.1% | +5.1% |
| 6M | +4.5% | -3.4% | +7.9% | +4.7% |
| YTD | +15.6% | +16.3% | -0.7% | +9.6% |
| 1Y | +19.8% | +29.8% | -10.0% | +10.0% |
| 3Y | +70.1% | +111.1% | -41.0% | +34.0% |
| 5Y | +46.1% | +173.6% | -127.4% | +2.7% |
| 10Y | +328.1% | +193.2% | +134.8% | +169.1% |
| All | +2,410.1% | +1,920.1% | +490.0% | +899.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling