+239.5%
ZETA vs ITUB
+140.7%
+98.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.7% | +2.2% | -5.9% | -4.4% |
| 30D | +5.7% | +12.6% | -6.9% | +1.7% |
| 3M | +50.4% | +6.4% | +44.0% | +46.6% |
| 6M | +65.5% | +0.6% | +64.9% | +63.9% |
| YTD | +48.3% | +18.8% | +29.5% | +39.1% |
| 1Y | +45.4% | +31.0% | +14.4% | +31.8% |
| 3Y | +270.8% | +118.1% | +152.7% | +191.6% |
| 5Y | +336.1% | +193.0% | +143.1% | +193.7% |
| All | +239.5% | +140.7% | +98.8% | +138.0% |
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