-100.0%
VIVK vs ITUB
+30.8%
-130.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.5% | -12.1% |
| 7D | -1.4% | +8.7% | -10.1% | -2.7% |
| 30D | -43.6% | -0.7% | -42.9% | -43.7% |
| 3M | -95.1% | +7.8% | -102.9% | -95.3% |
| 6M | -98.2% | -3.4% | -94.8% | -98.3% |
| YTD | -97.9% | +16.3% | -114.2% | -98.3% |
| 1Y | -100.0% | +29.8% | -129.8% | -100.0% |
| All | -100.0% | +30.8% | -130.7% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling