-100.0%
VIVK vs ITUB
+186.2%
-286.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.7% | -7.4% |
| 7D | -4.4% | +2.2% | -6.6% | -4.4% |
| 30D | -40.8% | +12.6% | -53.4% | -40.7% |
| 3M | -94.1% | +6.4% | -100.6% | -94.1% |
| 6M | -98.2% | +0.6% | -98.8% | -98.2% |
| YTD | -98.0% | +18.8% | -116.9% | -98.0% |
| 1Y | -100.0% | +31.0% | -131.0% | -100.0% |
| 3Y | -100.0% | +118.1% | -218.1% | -100.0% |
| All | -100.0% | +186.2% | -286.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling