+53.4%
VT vs ITUB
+184.7%
-131.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | -2.3% | +3.7% | -6.0% | -3.0% |
| 30D | -5.0% | -24.1% | +19.1% | -0.6% |
| 3M | -4.9% | -9.6% | +4.7% | -4.4% |
| 6M | -1.5% | -11.5% | +10.0% | -0.8% |
| YTD | +8.5% | +5.5% | +3.0% | +5.3% |
| 1Y | +11.4% | +9.9% | +1.5% | +7.0% |
| 3Y | +70.1% | +84.8% | -14.7% | +46.0% |
| All | +53.4% | +184.7% | -131.3% | +17.4% |
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 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