+2,486.9%
VRT vs ITUB
+133.5%
+2,353.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -8.4% | +2.2% | -10.6% | -9.0% |
| 30D | -10.9% | +12.6% | -23.5% | -14.5% |
| 3M | -13.7% | +6.4% | -20.1% | -15.7% |
| 6M | -4.1% | +0.6% | -4.7% | -4.7% |
| YTD | +58.7% | +18.8% | +39.9% | +50.1% |
| 1Y | +89.6% | +31.0% | +58.6% | +73.2% |
| 3Y | +558.1% | +118.1% | +440.1% | +404.1% |
| 5Y | +953.0% | +193.0% | +759.9% | +619.8% |
| All | +2,486.9% | +133.5% | +2,353.3% | +1,597.7% |
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