+2,260.0%
VGT vs ITUB
+1,493.4%
+766.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +0.5% | +2.6% | -2.0% | -0.3% |
| 3M | +5.3% | +8.4% | -3.2% | +2.7% |
| 6M | +32.4% | -0.5% | +33.0% | +31.9% |
| YTD | +28.6% | +15.3% | +13.3% | +23.0% |
| 1Y | +37.6% | +28.7% | +8.9% | +27.5% |
| 3Y | +125.5% | +118.7% | +6.8% | +79.2% |
| 5Y | +135.2% | +182.7% | -47.5% | +68.7% |
| 10Y | +812.9% | +207.6% | +605.3% | +480.8% |
| All | +2,260.0% | +1,493.4% | +766.6% | +719.5% |
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