+317.7%
USFD vs ITUB
+301.4%
+16.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.0% | +8.7% | -11.7% | -5.7% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +26.6% | +7.8% | +18.8% | +23.0% |
| 6M | +11.7% | -3.4% | +15.1% | +11.8% |
| YTD | +38.1% | +16.3% | +21.9% | +29.4% |
| 1Y | +33.4% | +29.8% | +3.6% | +19.9% |
| 3Y | +155.8% | +111.1% | +44.7% | +89.9% |
| 5Y | +214.0% | +173.6% | +40.5% | +101.4% |
| 10Y | +320.4% | +193.2% | +127.1% | +154.9% |
| All | +317.7% | +301.4% | +16.3% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling