+588.9%
VST vs ITUB
+184.7%
+404.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.4% | +9.2% | +10.3% |
| 7D | -9.8% | +3.7% | -13.5% | -10.6% |
| 30D | -25.1% | -24.1% | -1.0% | -21.1% |
| 3M | -11.6% | -9.6% | -2.0% | -10.9% |
| 6M | -20.9% | -11.5% | -9.4% | -19.9% |
| YTD | -22.3% | +5.5% | -27.8% | -23.8% |
| 1Y | -32.0% | +9.9% | -41.9% | -33.8% |
| 3Y | +262.4% | +84.8% | +177.6% | +218.1% |
| All | +588.9% | +184.7% | +404.2% | +432.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling