+219.8%
VT vs ITUB
+143.4%
+76.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.1% |
| 7D | +0.4% | +5.5% | -5.1% | -0.8% |
| 30D | -2.6% | -25.6% | +23.0% | +3.2% |
| 3M | -3.2% | -4.7% | +1.4% | -3.6% |
| 6M | +0.9% | -8.6% | +9.6% | +1.4% |
| YTD | +11.3% | +7.9% | +3.4% | +7.3% |
| 1Y | +14.0% | +11.2% | +2.8% | +9.0% |
| 3Y | +75.8% | +82.6% | -6.8% | +48.3% |
| 5Y | +57.8% | +192.7% | -134.9% | +16.0% |
| 10Y | +219.8% | +144.7% | +75.1% | +135.7% |
| All | +219.8% | +143.4% | +76.4% | +135.7% |
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