+167.1%
NXT vs ITUB
+146.9%
+20.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -2.2% |
| 7D | -2.6% | +1.0% | -3.5% | -2.9% |
| 30D | -22.4% | +10.7% | -33.1% | -25.3% |
| 3M | -27.3% | +10.1% | -37.4% | -30.2% |
| 6M | -28.5% | -0.1% | -28.3% | -28.9% |
| YTD | -6.6% | +18.4% | -25.0% | -11.9% |
| 1Y | +20.4% | +31.3% | -10.9% | +9.7% |
| 3Y | +90.9% | +124.6% | -33.7% | +41.6% |
| All | +167.1% | +146.9% | +20.2% | +85.3% |
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