+66.6%
VT vs ITUB
+173.6%
-107.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.4% | +8.7% | -8.3% | -1.3% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +2.4% | +7.8% | -5.4% | +0.6% |
| 6M | +12.0% | -3.4% | +15.4% | +12.3% |
| YTD | +15.3% | +16.3% | -0.9% | +11.5% |
| 1Y | +22.6% | +29.8% | -7.2% | +15.7% |
| 3Y | +74.7% | +111.1% | -36.4% | +49.0% |
| All | +66.6% | +173.6% | -107.0% | +32.9% |
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