+718.2%
VMC vs ITUB
+1,767.9%
-1,049.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +15.5% | -22.2% | +37.6% | +22.9% |
| 3M | +0.6% | +2.7% | -2.1% | -1.9% |
| 6M | +2.1% | -3.0% | +5.0% | +1.0% |
| YTD | -1.6% | +7.5% | -9.1% | -6.1% |
| 1Y | -1.2% | +10.5% | -11.6% | -6.6% |
| 3Y | +35.3% | +81.0% | -45.7% | +8.2% |
| 5Y | +43.6% | +181.8% | -138.2% | -2.9% |
| 10Y | +126.7% | +170.2% | -43.4% | +38.9% |
| All | +718.2% | +1,767.9% | -1,049.7% | +217.6% |
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