+341.6%
ZETA vs ITUB
+185.6%
+156.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.4% |
| 7D | -6.5% | +1.0% | -7.5% | -6.8% |
| 30D | +4.8% | +10.7% | -5.9% | +1.3% |
| 3M | +53.3% | +10.1% | +43.3% | +47.4% |
| 6M | +66.8% | -0.1% | +66.9% | +65.6% |
| YTD | +50.2% | +18.4% | +31.8% | +40.5% |
| 1Y | +62.0% | +31.3% | +30.8% | +45.9% |
| 3Y | +276.4% | +124.6% | +151.7% | +188.7% |
| 5Y | +341.6% | +192.0% | +149.6% | +185.9% |
| All | +341.6% | +185.6% | +156.0% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling