+413.8%
VSAT vs ITUB
+1,767.9%
-1,354.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.6% |
| 7D | +5.9% | +1.9% | +4.0% | +5.4% |
| 30D | +9.7% | -22.2% | +31.9% | +16.5% |
| 3M | -18.3% | +2.7% | -21.0% | -20.7% |
| 6M | -4.1% | -3.0% | -1.1% | -5.0% |
| YTD | +96.5% | +7.5% | +89.0% | +89.5% |
| 1Y | +89.3% | +10.5% | +78.8% | +81.1% |
| 3Y | +270.1% | +81.0% | +189.1% | +204.5% |
| 5Y | +26.4% | +181.8% | -155.4% | -10.1% |
| 10Y | -16.5% | +170.2% | -186.7% | -44.4% |
| All | +413.8% | +1,767.9% | -1,354.0% | +69.9% |
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