+192.7%
VSH vs ITUB
+220.1%
-27.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +6.0% |
| 7D | +4.8% | +2.2% | +2.6% | +3.9% |
| 30D | -0.7% | +12.6% | -13.3% | -4.7% |
| 3M | -43.1% | +6.4% | -49.5% | -44.4% |
| 6M | +91.8% | +0.6% | +91.2% | +90.6% |
| YTD | +131.6% | +18.8% | +112.8% | +118.1% |
| 1Y | +118.1% | +31.0% | +87.1% | +98.6% |
| 3Y | +40.9% | +118.1% | -77.2% | +7.2% |
| 5Y | +75.8% | +193.0% | -117.3% | +16.3% |
| All | +192.7% | +220.1% | -27.4% | +81.9% |
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 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