+138.5%
VSH vs ITUB
+1,767.9%
-1,629.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.0% |
| 7D | +14.3% | +1.9% | +12.5% | +13.7% |
| 30D | -7.9% | -22.2% | +14.3% | -0.2% |
| 3M | -19.9% | +2.7% | -22.6% | -22.3% |
| 6M | -30.5% | -3.0% | -27.6% | -31.4% |
| YTD | +85.7% | +7.5% | +78.1% | +76.5% |
| 1Y | +98.9% | +10.5% | +88.5% | +86.9% |
| 3Y | +32.1% | +81.0% | -48.9% | +1.5% |
| 5Y | +39.7% | +181.8% | -142.1% | -13.0% |
| 10Y | +117.6% | +170.2% | -52.6% | +22.7% |
| All | +138.5% | +1,767.9% | -1,629.3% | -43.1% |
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