-68.5%
VFC vs ITUB
+220.1%
-288.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | -1.4% | +2.2% | -3.6% | -2.1% |
| 30D | -9.0% | +12.6% | -21.6% | -12.6% |
| 3M | -24.2% | +6.4% | -30.6% | -25.9% |
| 6M | -18.5% | +0.6% | -19.1% | -18.9% |
| YTD | -25.9% | +18.8% | -44.7% | -30.1% |
| 1Y | -13.0% | +31.0% | -44.0% | -20.8% |
| 3Y | -20.3% | +118.1% | -138.4% | -39.1% |
| 5Y | -78.1% | +193.0% | -271.1% | -85.3% |
| All | -68.5% | +220.1% | -288.6% | -79.6% |
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