+181.1%
VSH vs ITUB
+1,959.7%
-1,778.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.8% |
| 7D | +6.2% | +8.2% | -2.0% | +3.1% |
| 30D | -11.1% | +4.7% | -15.8% | -12.8% |
| 3M | -44.9% | +13.0% | -57.9% | -47.5% |
| 6M | +90.0% | +4.2% | +85.8% | +86.3% |
| YTD | +118.8% | +18.6% | +100.2% | +104.6% |
| 1Y | +109.0% | +31.3% | +77.7% | +87.9% |
| 3Y | +35.6% | +124.9% | -89.2% | -2.0% |
| 5Y | +66.7% | +195.6% | -128.9% | +3.5% |
| 10Y | +167.9% | +196.4% | -28.4% | +48.0% |
| All | +181.1% | +1,959.7% | -1,778.6% | -34.0% |
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