+29.3%
VCIT vs ITUB
+192.5%
-163.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | +0.1% | +8.2% | -8.2% | -0.1% |
| 30D | -0.8% | +4.7% | -5.5% | -0.9% |
| 3M | -0.5% | +13.0% | -13.5% | -0.9% |
| 6M | -1.4% | +4.2% | -5.6% | -1.6% |
| YTD | -0.8% | +18.6% | -19.3% | -1.4% |
| 1Y | +0.3% | +31.3% | -30.9% | -0.6% |
| 3Y | +19.2% | +124.9% | -105.7% | +16.3% |
| 5Y | +3.6% | +195.6% | -192.0% | +0.2% |
| 10Y | +29.3% | +196.4% | -167.1% | +22.8% |
| All | +29.3% | +192.5% | -163.3% | +22.8% |
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