+1,028.8%
VTI vs ITUB
+1,902.7%
-873.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | +3.6% | +8.4% | -4.9% | +1.3% |
| 6M | +13.0% | -0.5% | +13.6% | +12.6% |
| YTD | +12.7% | +15.3% | -2.6% | +8.0% |
| 1Y | +18.4% | +28.7% | -10.3% | +10.2% |
| 3Y | +76.4% | +118.7% | -42.2% | +42.3% |
| 5Y | +73.7% | +182.7% | -109.0% | +27.6% |
| 10Y | +302.5% | +207.6% | +94.9% | +165.2% |
| All | +1,028.8% | +1,902.7% | -873.9% | +386.5% |
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