+449.0%
VSAT vs ITUB
+1,902.7%
-1,453.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.2% | -6.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -14.7% | +2.6% | -17.3% | -15.3% |
| 3M | +13.2% | +8.4% | +4.7% | +10.6% |
| 6M | +57.4% | -0.5% | +57.9% | +58.2% |
| YTD | +110.0% | +15.3% | +94.7% | +102.6% |
| 1Y | +134.4% | +28.7% | +105.7% | +119.3% |
| 3Y | +203.5% | +118.7% | +84.9% | +141.0% |
| 5Y | +47.1% | +182.7% | -135.5% | +6.3% |
| 10Y | +0.4% | +207.6% | -207.2% | -34.5% |
| All | +449.0% | +1,902.7% | -1,453.7% | +81.6% |
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