+1,238.2%
VST vs ITUB
+196.3%
+1,041.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.1% |
| 7D | +9.9% | +8.2% | +1.6% | +7.7% |
| 30D | +7.9% | +4.7% | +3.2% | +6.6% |
| 3M | +3.4% | +13.0% | -9.6% | +0.2% |
| 6M | -4.1% | +4.2% | -8.3% | -5.2% |
| YTD | -5.7% | +18.6% | -24.3% | -9.6% |
| 1Y | -18.9% | +31.3% | -50.1% | -24.2% |
| 3Y | +359.1% | +124.9% | +234.2% | +269.0% |
| 5Y | +766.9% | +195.6% | +571.3% | +528.2% |
| All | +1,238.2% | +196.3% | +1,041.9% | +785.7% |
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