+513.3%
XRT vs ITUB
+433.3%
+80.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +0.8% | +8.7% | -7.9% | -1.6% |
| 30D | -4.2% | -0.7% | -3.5% | -4.1% |
| 3M | +5.1% | +7.8% | -2.7% | +2.6% |
| 6M | +2.4% | -3.4% | +5.8% | +2.8% |
| YTD | +3.2% | +16.3% | -13.1% | -2.0% |
| 1Y | +1.5% | +29.8% | -28.3% | -6.8% |
| 3Y | +40.6% | +111.1% | -70.5% | +10.5% |
| 5Y | -1.0% | +173.6% | -174.5% | -30.2% |
| 10Y | +128.4% | +193.2% | -64.8% | +41.9% |
| All | +513.3% | +433.3% | +80.0% | +135.3% |
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 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