+76.5%
VUG vs ITUB
+185.6%
-109.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.1% |
| 7D | -1.9% | +1.0% | -2.9% | -2.1% |
| 30D | -1.6% | +10.7% | -12.3% | -3.6% |
| 3M | +4.4% | +10.1% | -5.7% | +2.2% |
| 6M | +13.2% | -0.1% | +13.3% | +12.8% |
| YTD | +7.5% | +18.4% | -10.9% | +3.4% |
| 1Y | +12.5% | +31.3% | -18.8% | +5.9% |
| 3Y | +86.0% | +124.6% | -38.7% | +56.9% |
| 5Y | +76.5% | +192.0% | -115.5% | +39.4% |
| All | +76.5% | +185.6% | -109.2% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling