-100.0%
VIVK vs ITUB
+209.0%
-309.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.6% | -6.0% |
| 7D | -7.9% | 0.0% | -7.9% | -7.8% |
| 30D | -42.0% | +2.6% | -44.5% | -42.1% |
| 3M | -92.5% | +8.4% | -100.9% | -92.6% |
| 6M | -98.0% | -0.5% | -97.5% | -98.0% |
| YTD | -97.9% | +15.3% | -113.2% | -97.9% |
| 1Y | -100.0% | +28.7% | -128.7% | -100.0% |
| 3Y | -100.0% | +118.7% | -218.6% | -100.0% |
| 5Y | -100.0% | +182.7% | -282.7% | -100.0% |
| 10Y | -100.0% | +207.6% | -307.6% | -100.0% |
| All | -100.0% | +209.0% | -309.0% | -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 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