+23.4%
USFD vs ITUB
+31.7%
-8.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.6% |
| 7D | -8.0% | +1.0% | -9.0% | -8.0% |
| 30D | -13.1% | +10.7% | -23.8% | -13.7% |
| 3M | +6.5% | +10.1% | -3.5% | +5.6% |
| 6M | +5.7% | -0.1% | +5.9% | +6.0% |
| YTD | +27.5% | +18.4% | +9.1% | +23.8% |
| 1Y | +23.4% | +31.3% | -7.8% | +16.7% |
| All | +23.4% | +31.7% | -8.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling