+98.0%
VCIT vs ITUB
+133.7%
-35.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -0.3% | +8.7% | -9.1% | -0.5% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | -1.0% | +7.8% | -8.8% | -1.2% |
| 6M | -1.8% | -3.4% | +1.6% | -1.8% |
| YTD | -0.7% | +16.3% | -17.0% | -1.0% |
| 1Y | +1.0% | +29.8% | -28.8% | +0.5% |
| 3Y | +18.8% | +111.1% | -92.2% | +17.3% |
| 5Y | +3.5% | +173.6% | -170.1% | +1.7% |
| 10Y | +29.2% | +193.2% | -164.0% | +26.4% |
| All | +98.0% | +133.7% | -35.7% | +94.1% |
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