+657.1%
VMC vs ITUB
+1,959.7%
-1,302.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.2% |
| 7D | -0.5% | +8.2% | -8.8% | -2.9% |
| 30D | -9.1% | +4.7% | -13.8% | -10.4% |
| 3M | -4.1% | +13.0% | -17.2% | -7.9% |
| 6M | -5.5% | +4.2% | -9.7% | -7.2% |
| YTD | -8.9% | +18.6% | -27.5% | -14.2% |
| 1Y | -12.9% | +31.3% | -44.2% | -20.6% |
| 3Y | +22.1% | +124.9% | -102.7% | -7.1% |
| 5Y | +52.7% | +195.6% | -142.9% | +3.0% |
| 10Y | +152.7% | +196.4% | -43.6% | +51.9% |
| All | +657.1% | +1,959.7% | -1,302.7% | +190.1% |
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