+402.8%
VUG vs ITUB
+175.8%
+227.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +2.5% | +1.9% | +0.6% | +2.1% |
| 30D | -6.3% | -22.2% | +15.9% | -2.0% |
| 3M | -6.0% | +2.7% | -8.7% | -7.8% |
| 6M | -3.5% | -3.0% | -0.6% | -4.4% |
| YTD | +3.9% | +7.5% | -3.6% | +0.5% |
| 1Y | +5.1% | +10.5% | -5.4% | +0.9% |
| 3Y | +77.9% | +81.0% | -3.1% | +51.9% |
| 5Y | +62.4% | +181.8% | -119.4% | +23.1% |
| All | +402.8% | +175.8% | +227.1% | +277.4% |
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