+1,002.6%
VST vs ITUB
+163.7%
+838.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.4% | +9.2% | +10.2% |
| 7D | -9.8% | +3.7% | -13.5% | -10.7% |
| 30D | -25.1% | -24.1% | -1.0% | -20.5% |
| 3M | -11.6% | -9.6% | -2.0% | -10.6% |
| 6M | -20.9% | -11.5% | -9.4% | -19.6% |
| YTD | -22.3% | +5.5% | -27.8% | -24.4% |
| 1Y | -32.0% | +9.9% | -41.9% | -34.5% |
| 3Y | +262.4% | +84.8% | +177.6% | +202.4% |
| 5Y | +563.4% | +182.6% | +380.7% | +380.6% |
| 10Y | +1,120.7% | +141.7% | +979.0% | +743.4% |
| All | +1,002.6% | +163.7% | +838.9% | +641.3% |
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