+195.0%
VLO vs ITUB
+120.9%
+74.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.3% | +2.2% | +3.1% | +5.2% |
| 30D | +18.2% | +12.6% | +5.6% | +17.3% |
| 3M | +53.3% | +6.4% | +46.9% | +52.6% |
| 6M | +70.4% | +0.6% | +69.8% | +69.8% |
| YTD | +143.4% | +18.8% | +124.5% | +135.9% |
| 1Y | +153.0% | +31.0% | +122.0% | +141.5% |
| 3Y | +195.0% | +118.1% | +76.9% | +165.8% |
| All | +195.0% | +120.9% | +74.1% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling