+614.6%
VLO vs ITUB
+186.4%
+428.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.1% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +23.5% | +2.6% | +20.9% | +22.7% |
| 3M | +53.9% | +8.4% | +45.4% | +51.0% |
| 6M | +81.7% | -0.5% | +82.2% | +80.1% |
| YTD | +142.5% | +15.3% | +127.2% | +130.9% |
| 1Y | +145.4% | +28.7% | +116.7% | +126.9% |
| 3Y | +197.3% | +118.7% | +78.7% | +133.1% |
| 5Y | +614.6% | +182.7% | +431.9% | +384.0% |
| All | +614.6% | +186.4% | +428.2% | +384.0% |
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