+64.4%
VZ vs ITUB
+197.6%
-133.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +5.8% | +2.6% | +3.2% | +5.4% |
| 3M | +10.5% | +8.4% | +2.1% | +9.4% |
| 6M | +1.8% | -0.5% | +2.3% | +1.5% |
| YTD | +28.3% | +15.3% | +13.0% | +25.5% |
| 1Y | +22.0% | +28.7% | -6.8% | +17.7% |
| 3Y | +81.8% | +118.7% | -36.8% | +64.0% |
| 5Y | +25.3% | +182.7% | -157.3% | +7.8% |
| 10Y | +64.4% | +207.6% | -143.2% | +31.3% |
| All | +64.4% | +197.6% | -133.2% | +31.3% |
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