+309.6%
VFC vs ITUB
+1,767.9%
-1,458.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.7% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +25.5% | -22.2% | +47.7% | +32.4% |
| 3M | +41.3% | +2.7% | +38.6% | +38.4% |
| 6M | +22.2% | -3.0% | +25.2% | +21.2% |
| YTD | +16.4% | +7.5% | +8.9% | +12.6% |
| 1Y | +38.4% | +10.5% | +28.0% | +32.8% |
| 3Y | +56.2% | +81.0% | -24.8% | +31.7% |
| 5Y | -68.2% | +181.8% | -250.0% | -76.4% |
| 10Y | -48.4% | +170.2% | -218.5% | -63.5% |
| All | +309.6% | +1,767.9% | -1,458.2% | +99.1% |
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