+377.4%
VT vs ITUB
+157.6%
+219.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.4% | +8.7% | -8.3% | -2.1% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +2.4% | +7.8% | -5.4% | -0.2% |
| 6M | +12.0% | -3.4% | +15.4% | +12.5% |
| YTD | +15.3% | +16.3% | -0.9% | +9.2% |
| 1Y | +22.6% | +29.8% | -7.2% | +12.0% |
| 3Y | +74.7% | +111.1% | -36.4% | +35.1% |
| 5Y | +66.1% | +173.6% | -107.4% | +13.8% |
| 10Y | +225.0% | +193.2% | +31.8% | +91.8% |
| All | +377.4% | +157.6% | +219.9% | +119.8% |
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