+172.1%
NXT vs ITUB
+147.7%
+24.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.9% | +2.2% | -4.1% | -2.7% |
| 30D | -20.0% | +12.6% | -32.7% | -23.5% |
| 3M | -30.7% | +6.4% | -37.2% | -32.6% |
| 6M | -29.0% | +0.6% | -29.6% | -29.6% |
| YTD | -4.8% | +18.8% | -23.7% | -10.4% |
| 1Y | +22.8% | +31.0% | -8.2% | +12.0% |
| 3Y | +93.9% | +118.1% | -24.1% | +45.4% |
| All | +172.1% | +147.7% | +24.4% | +88.6% |
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