+216.3%
USFD vs ITUB
+173.6%
+42.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | +8.7% | -11.7% | -4.6% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +26.6% | +7.8% | +18.8% | +24.4% |
| 6M | +11.7% | -3.4% | +15.1% | +11.9% |
| YTD | +38.1% | +16.3% | +21.9% | +32.6% |
| 1Y | +33.4% | +29.8% | +3.6% | +24.8% |
| 3Y | +155.8% | +111.1% | +44.7% | +111.6% |
| All | +216.3% | +173.6% | +42.8% | +128.2% |
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 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