+145.7%
VMC vs ITUB
+220.1%
-74.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.8% | +2.2% | -6.0% | -4.3% |
| 30D | -9.7% | +12.6% | -22.3% | -12.2% |
| 3M | -9.6% | +6.4% | -16.0% | -11.2% |
| 6M | -4.8% | +0.6% | -5.4% | -5.4% |
| YTD | -10.9% | +18.8% | -29.7% | -15.0% |
| 1Y | -15.6% | +31.0% | -46.6% | -21.4% |
| 3Y | +19.3% | +118.1% | -98.8% | -3.0% |
| 5Y | +48.0% | +193.0% | -145.0% | +8.8% |
| All | +145.7% | +220.1% | -74.4% | +74.9% |
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