+348.0%
VT vs ITUB
+130.5%
+217.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | -1.0% | -3.1% | -3.9% |
| 30D | -5.8% | -28.1% | +22.3% | +2.7% |
| 3M | -5.2% | -11.1% | +5.9% | -3.7% |
| 6M | +0.1% | -14.0% | +14.1% | +2.5% |
| YTD | +8.2% | +4.1% | +4.2% | +4.2% |
| 1Y | +10.1% | +8.5% | +1.6% | +4.4% |
| 3Y | +69.7% | +82.8% | -13.2% | +34.9% |
| 5Y | +53.4% | +178.7% | -125.3% | +3.1% |
| 10Y | +219.2% | +138.4% | +80.9% | +98.5% |
| All | +348.0% | +130.5% | +217.5% | +109.6% |
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