+1,142.3%
VST vs ITUB
+176.3%
+966.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.2% |
| 7D | +10.9% | +3.7% | +7.2% | +10.0% |
| 30D | -15.6% | -24.9% | +9.3% | -10.1% |
| 3M | -7.8% | +0.8% | -8.5% | -9.2% |
| 6M | -12.0% | -6.6% | -5.3% | -11.6% |
| YTD | -16.9% | +7.8% | -24.7% | -19.6% |
| 1Y | -25.1% | +7.4% | -32.4% | -27.4% |
| 3Y | +297.1% | +78.8% | +218.3% | +233.7% |
| 5Y | +641.9% | +179.9% | +462.0% | +437.0% |
| 10Y | +1,142.3% | +170.9% | +971.4% | +748.2% |
| All | +1,142.3% | +176.3% | +966.0% | +748.2% |
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