+1.5%
VSAT vs ITUB
+220.1%
-218.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | -14.8% | +12.6% | -27.4% | -18.7% |
| 3M | +2.2% | +6.4% | -4.2% | -0.4% |
| 6M | +60.2% | +0.6% | +59.6% | +60.2% |
| YTD | +115.6% | +18.8% | +96.8% | +103.2% |
| 1Y | +132.9% | +31.0% | +101.9% | +112.0% |
| 3Y | +216.1% | +118.1% | +98.0% | +136.7% |
| 5Y | +52.9% | +193.0% | -140.1% | +0.5% |
| All | +1.5% | +220.1% | -218.6% | -40.2% |
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