+1,934.0%
VRT vs ITUB
+111.3%
+1,822.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.3% |
| 7D | +10.5% | +1.9% | +8.6% | +9.9% |
| 30D | -9.3% | -22.2% | +12.9% | -3.1% |
| 3M | -29.6% | +2.7% | -32.3% | -32.0% |
| 6M | -45.4% | -3.0% | -42.4% | -46.3% |
| YTD | +24.8% | +7.5% | +17.3% | +19.2% |
| 1Y | +23.6% | +10.5% | +13.2% | +16.8% |
| 3Y | +379.7% | +81.0% | +298.7% | +282.0% |
| 5Y | +660.3% | +181.8% | +478.5% | +418.7% |
| All | +1,934.0% | +111.3% | +1,822.7% | +1,248.2% |
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