+6,985.0%
VLO vs ITUB
+1,959.7%
+5,025.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.6% |
| 7D | +5.8% | +8.2% | -2.5% | +2.7% |
| 30D | +28.3% | +4.7% | +23.6% | +25.9% |
| 3M | +48.7% | +13.0% | +35.7% | +41.6% |
| 6M | +71.9% | +4.2% | +67.7% | +66.4% |
| YTD | +138.7% | +18.6% | +120.1% | +119.2% |
| 1Y | +148.5% | +31.3% | +117.2% | +118.9% |
| 3Y | +192.7% | +124.9% | +67.8% | +104.4% |
| 5Y | +601.6% | +195.6% | +406.0% | +324.0% |
| 10Y | +900.2% | +196.4% | +703.8% | +456.5% |
| All | +6,985.0% | +1,959.7% | +5,025.2% | +2,104.3% |
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