-62.8%
ZTS vs ITUB
+185.6%
-248.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | -4.5% | +1.0% | -5.5% | -4.7% |
| 30D | -3.3% | +10.7% | -14.0% | -4.9% |
| 3M | -9.7% | +10.1% | -19.8% | -11.3% |
| 6M | -38.8% | -0.1% | -38.7% | -38.9% |
| YTD | -41.2% | +18.4% | -59.6% | -42.7% |
| 1Y | -50.3% | +31.3% | -81.6% | -52.3% |
| 3Y | -59.1% | +124.6% | -183.8% | -63.6% |
| 5Y | -62.8% | +192.0% | -254.7% | -67.3% |
| All | -62.8% | +185.6% | -248.4% | -67.3% |
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 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