+192.6%
USFD vs ITUB
+184.7%
+7.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | +3.0% | +3.7% | -0.7% | +2.4% |
| 30D | +11.1% | -24.1% | +35.2% | +15.3% |
| 3M | -0.3% | -9.6% | +9.3% | -0.1% |
| 6M | +15.9% | -11.5% | +27.4% | +16.5% |
| YTD | +41.6% | +5.5% | +36.1% | +36.4% |
| 1Y | +49.4% | +9.9% | +39.5% | +42.4% |
| 3Y | +157.8% | +84.8% | +73.1% | +115.6% |
| All | +192.6% | +184.7% | +7.8% | +93.4% |
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