+306.4%
VZ vs ITUB
+1,920.1%
-1,613.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.1% | +8.7% | -8.6% | -1.4% |
| 30D | +7.9% | -0.7% | +8.6% | +7.9% |
| 3M | +13.6% | +7.8% | +5.9% | +11.9% |
| 6M | +1.1% | -3.4% | +4.5% | +1.2% |
| YTD | +29.3% | +16.3% | +13.0% | +24.8% |
| 1Y | +21.2% | +29.8% | -8.6% | +14.6% |
| 3Y | +75.9% | +111.1% | -35.2% | +50.4% |
| 5Y | +24.1% | +173.6% | -149.5% | -1.4% |
| 10Y | +62.4% | +193.2% | -130.9% | +17.0% |
| All | +306.4% | +1,920.1% | -1,613.6% | +69.6% |
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