+183.8%
VXUS vs ITUB
+127.8%
+56.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | +8.7% | -7.7% | -1.2% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +3.0% | +7.8% | -4.8% | +0.7% |
| 6M | +10.7% | -3.4% | +14.1% | +11.2% |
| YTD | +17.8% | +16.3% | +1.6% | +12.7% |
| 1Y | +27.6% | +29.8% | -2.2% | +18.3% |
| 3Y | +73.3% | +111.1% | -37.8% | +39.7% |
| 5Y | +54.3% | +173.6% | -119.2% | +12.4% |
| 10Y | +149.8% | +193.2% | -43.4% | +61.7% |
| All | +183.8% | +127.8% | +56.0% | +75.6% |
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