+246.3%
ZETA vs ITUB
+140.1%
+106.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.4% |
| 7D | -2.4% | +8.2% | -10.7% | -4.9% |
| 30D | +15.6% | +4.7% | +10.9% | +13.7% |
| 3M | +41.5% | +13.0% | +28.5% | +35.0% |
| 6M | +63.4% | +4.2% | +59.3% | +60.1% |
| YTD | +51.3% | +18.6% | +32.7% | +42.1% |
| 1Y | +65.8% | +31.3% | +34.6% | +50.3% |
| 3Y | +279.2% | +124.9% | +154.3% | +196.1% |
| 5Y | +341.8% | +195.6% | +146.1% | +197.7% |
| All | +246.3% | +140.1% | +106.3% | +143.1% |
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