+168.3%
VXUS vs ITUB
+111.2%
+57.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.4% |
| 7D | -0.5% | +3.7% | -4.2% | -1.4% |
| 30D | -1.2% | -24.9% | +23.7% | +5.4% |
| 3M | -3.8% | +0.8% | -4.6% | -5.5% |
| 6M | -1.7% | -6.6% | +5.0% | -1.6% |
| YTD | +11.4% | +7.8% | +3.6% | +7.1% |
| 1Y | +13.3% | +7.4% | +6.0% | +8.9% |
| 3Y | +70.0% | +78.8% | -8.8% | +41.2% |
| 5Y | +48.1% | +179.9% | -131.8% | +6.1% |
| 10Y | +147.1% | +170.9% | -23.8% | +61.7% |
| All | +168.3% | +111.2% | +57.1% | +66.9% |
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