+800.0%
VGT vs ITUB
+220.1%
+579.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -0.4% | +12.6% | -13.0% | -3.3% |
| 3M | +4.4% | +6.4% | -2.0% | +2.6% |
| 6M | +32.1% | +0.6% | +31.5% | +31.3% |
| YTD | +28.8% | +18.8% | +9.9% | +23.0% |
| 1Y | +35.3% | +31.0% | +4.3% | +26.1% |
| 3Y | +124.8% | +118.1% | +6.7% | +84.2% |
| 5Y | +137.9% | +193.0% | -55.1% | +76.6% |
| All | +800.0% | +220.1% | +579.8% | +533.0% |
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