-50.0%
VTRS vs ITUB
+220.1%
-270.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.2% | +2.2% | -4.4% | -2.7% |
| 30D | +3.3% | +12.6% | -9.3% | +0.4% |
| 3M | +2.0% | +6.4% | -4.4% | +0.2% |
| 6M | +19.9% | +0.6% | +19.4% | +19.1% |
| YTD | +35.7% | +18.8% | +16.9% | +29.3% |
| 1Y | +68.1% | +31.0% | +37.1% | +56.1% |
| 3Y | +87.1% | +118.1% | -31.0% | +51.9% |
| 5Y | +47.6% | +193.0% | -145.4% | +7.6% |
| All | -50.0% | +220.1% | -270.1% | -66.4% |
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