+96.3%
VTR vs ITUB
+220.1%
-123.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.3% | +2.2% | -2.5% | -1.0% |
| 30D | +1.1% | +12.6% | -11.5% | -2.8% |
| 3M | +7.9% | +6.4% | +1.5% | +5.3% |
| 6M | +6.2% | +0.6% | +5.6% | +4.9% |
| YTD | +17.7% | +18.8% | -1.1% | +9.5% |
| 1Y | +32.9% | +31.0% | +1.9% | +19.2% |
| 3Y | +129.7% | +118.1% | +11.6% | +68.6% |
| 5Y | +89.3% | +193.0% | -103.7% | +17.8% |
| All | +96.3% | +220.1% | -123.8% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling