+361.1%
VST vs ITUB
+120.6%
+240.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +8.9% | +8.7% | +0.2% | +6.5% |
| 30D | +6.2% | -0.7% | +6.9% | +6.3% |
| 3M | -2.7% | +7.8% | -10.5% | -4.4% |
| 6M | -8.4% | -3.4% | -4.9% | -7.9% |
| YTD | -7.2% | +16.3% | -23.5% | -9.3% |
| 1Y | -20.9% | +29.8% | -50.7% | -23.7% |
| All | +361.1% | +120.6% | +240.5% | +317.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling