-15.6%
VMC vs ITUB
+31.4%
-47.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | -9.7% | +12.6% | -22.3% | -12.2% |
| 3M | -9.6% | +6.4% | -16.0% | -11.3% |
| 6M | -4.8% | +0.6% | -5.4% | -5.8% |
| YTD | -10.9% | +18.8% | -29.7% | -14.8% |
| 1Y | -15.6% | +31.0% | -46.6% | -20.8% |
| All | -15.6% | +31.4% | -47.0% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling