+30.6%
VCIT vs ITUB
+137.9%
-107.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +0.1% | +3.7% | -3.6% | 0.0% |
| 30D | +1.9% | -24.1% | +26.0% | +2.6% |
| 3M | -1.4% | -9.6% | +8.1% | -1.3% |
| 6M | -2.1% | -11.5% | +9.4% | -2.0% |
| YTD | -1.6% | +5.5% | -7.2% | -2.0% |
| 1Y | -0.9% | +9.9% | -10.8% | -1.4% |
| 3Y | +20.0% | +84.8% | -64.8% | +17.5% |
| 5Y | +3.1% | +182.6% | -179.5% | -0.1% |
| All | +30.6% | +137.9% | -107.4% | +25.0% |
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 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