+341.3%
USFD vs ITUB
+272.6%
+68.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +3.9% | +5.5% | -1.6% | +2.3% |
| 30D | +12.8% | -25.6% | +38.4% | +22.1% |
| 3M | +1.0% | -4.7% | +5.6% | +0.1% |
| 6M | +30.3% | -8.6% | +38.9% | +30.4% |
| YTD | +46.0% | +7.9% | +38.0% | +37.1% |
| 1Y | +49.6% | +11.2% | +38.4% | +38.7% |
| 3Y | +166.3% | +82.6% | +83.6% | +103.6% |
| 5Y | +208.4% | +192.7% | +15.7% | +88.9% |
| 10Y | +371.2% | +144.7% | +226.6% | +188.6% |
| All | +341.3% | +272.6% | +68.7% | +165.9% |
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