+363.8%
VT vs ITUB
+138.8%
+225.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.5% |
| 7D | -0.7% | +3.7% | -4.4% | -1.8% |
| 30D | -1.7% | -24.9% | +23.2% | +5.8% |
| 3M | -2.3% | +0.8% | -3.1% | -4.3% |
| 6M | +1.5% | -6.6% | +8.1% | +1.4% |
| YTD | +12.0% | +7.8% | +4.2% | +6.7% |
| 1Y | +12.9% | +7.4% | +5.5% | +7.4% |
| 3Y | +74.9% | +78.8% | -3.8% | +40.2% |
| 5Y | +59.9% | +179.9% | -120.0% | +7.4% |
| 10Y | +224.6% | +170.9% | +53.7% | +94.1% |
| All | +363.8% | +138.8% | +225.0% | +114.8% |
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