+55.7%
ZTS vs ITUB
+220.1%
-164.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | +2.2% | -6.0% | -4.1% |
| 30D | -0.8% | +12.6% | -13.4% | -2.9% |
| 3M | -9.7% | +6.4% | -16.1% | -11.0% |
| 6M | -38.4% | +0.6% | -39.0% | -38.6% |
| YTD | -41.1% | +18.8% | -59.9% | -43.1% |
| 1Y | -50.6% | +31.0% | -81.6% | -53.1% |
| 3Y | -59.1% | +118.1% | -177.2% | -64.9% |
| 5Y | -62.7% | +193.0% | -255.7% | -70.3% |
| All | +55.7% | +220.1% | -164.4% | +16.2% |
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