+1,250.4%
VUG vs ITUB
+1,507.2%
-256.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.1% | +8.7% | -8.8% | -2.2% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -0.7% | +7.8% | -8.5% | -2.8% |
| 6M | +14.6% | -3.4% | +18.0% | +15.0% |
| YTD | +9.0% | +16.3% | -7.3% | +4.2% |
| 1Y | +14.9% | +29.8% | -15.0% | +6.5% |
| 3Y | +86.0% | +111.1% | -25.0% | +50.6% |
| 5Y | +76.7% | +173.6% | -96.9% | +29.7% |
| 10Y | +411.3% | +193.2% | +218.0% | +235.1% |
| All | +1,250.4% | +1,507.2% | -256.8% | +416.0% |
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