+790.3%
VLO vs ITUB
+175.8%
+614.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | +9.6% | +1.9% | +7.7% | +8.9% |
| 30D | -17.4% | -22.2% | +4.8% | -11.2% |
| 3M | +10.8% | +2.7% | +8.1% | +6.7% |
| 6M | +56.9% | -3.0% | +59.9% | +53.3% |
| YTD | +136.8% | +7.5% | +129.3% | +118.5% |
| 1Y | +120.7% | +10.5% | +110.2% | +101.0% |
| 3Y | +231.9% | +81.0% | +150.9% | +140.2% |
| 5Y | +479.0% | +181.8% | +297.2% | +227.5% |
| All | +790.3% | +175.8% | +614.5% | +394.9% |
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