+65.5%
VZ vs ITUB
+143.4%
-77.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.6% |
| 7D | +2.2% | +5.5% | -3.2% | +1.7% |
| 30D | +10.6% | -25.6% | +36.1% | +13.6% |
| 3M | -0.6% | -4.7% | +4.1% | -0.7% |
| 6M | +0.7% | -8.6% | +9.4% | +1.0% |
| YTD | +20.6% | +7.9% | +12.7% | +18.2% |
| 1Y | +22.7% | +11.2% | +11.5% | +19.8% |
| 3Y | +57.2% | +82.6% | -25.4% | +44.0% |
| 5Y | +21.4% | +192.7% | -171.3% | +3.5% |
| 10Y | +65.5% | +144.7% | -79.2% | +38.0% |
| All | +65.5% | +143.4% | -77.9% | +38.0% |
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 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