+1,962.9%
VTR vs ITUB
+1,957.2%
+5.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.3% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | +4.0% | +10.7% | -6.7% | +0.6% |
| 3M | +7.8% | +10.1% | -2.2% | +4.2% |
| 6M | +6.4% | -0.1% | +6.5% | +5.4% |
| YTD | +18.3% | +18.4% | -0.1% | +10.6% |
| 1Y | +33.9% | +31.3% | +2.7% | +20.8% |
| 3Y | +134.3% | +124.6% | +9.7% | +74.4% |
| 5Y | +90.3% | +192.0% | -101.7% | +24.7% |
| 10Y | +100.1% | +216.0% | -115.8% | +18.9% |
| All | +1,962.9% | +1,957.2% | +5.6% | +772.8% |
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