-48.6%
VFC vs ITUB
+175.8%
-224.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.0% |
| 30D | +25.5% | -22.2% | +47.7% | +34.5% |
| 3M | +41.3% | +2.7% | +38.6% | +37.0% |
| 6M | +22.2% | -3.0% | +25.2% | +20.4% |
| YTD | +16.4% | +7.5% | +8.9% | +11.0% |
| 1Y | +38.4% | +10.5% | +28.0% | +30.4% |
| 3Y | +56.2% | +81.0% | -24.8% | +23.4% |
| 5Y | -68.2% | +181.8% | -250.0% | -79.0% |
| All | -48.6% | +175.8% | -224.4% | -66.7% |
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