-44.6%
VG vs ITUB
+80.6%
-125.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.7% |
| 7D | +14.0% | +1.9% | +12.1% | +14.1% |
| 30D | -1.0% | -22.2% | +21.2% | -2.2% |
| 3M | -2.7% | +2.7% | -5.4% | 0.0% |
| 6M | +1.5% | -3.0% | +4.4% | +3.6% |
| YTD | +93.7% | +7.5% | +86.2% | +81.7% |
| 1Y | +68.5% | +10.5% | +58.1% | +56.3% |
| All | -44.6% | +80.6% | -125.1% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling