+164.6%
VFC vs ITUB
+1,920.1%
-1,755.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | -1.6% | +8.7% | -10.3% | -3.7% |
| 30D | -11.6% | -0.7% | -10.9% | -11.6% |
| 3M | -18.1% | +7.8% | -25.9% | -19.7% |
| 6M | -27.4% | -3.4% | -23.9% | -26.9% |
| YTD | -24.8% | +16.3% | -41.1% | -27.7% |
| 1Y | -8.2% | +29.8% | -38.0% | -14.3% |
| 3Y | -29.1% | +111.1% | -140.2% | -41.7% |
| 5Y | -79.2% | +173.6% | -252.7% | -84.3% |
| 10Y | -68.1% | +193.2% | -261.4% | -77.7% |
| All | +164.6% | +1,920.1% | -1,755.5% | +27.8% |
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