+414.3%
VUG vs ITUB
+220.1%
+194.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.0% |
| 30D | -1.0% | +12.6% | -13.6% | -3.5% |
| 3M | +3.5% | +6.4% | -2.9% | +1.9% |
| 6M | +14.2% | +0.6% | +13.6% | +13.6% |
| YTD | +8.5% | +18.8% | -10.4% | +3.9% |
| 1Y | +12.9% | +31.0% | -18.1% | +5.7% |
| 3Y | +85.6% | +118.1% | -32.4% | +54.3% |
| 5Y | +78.1% | +193.0% | -114.9% | +35.4% |
| All | +414.3% | +220.1% | +194.2% | +271.3% |
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