+341.0%
USFD vs ITUB
+264.3%
+76.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.6% |
| 7D | +8.4% | +4.9% | +3.5% | +6.9% |
| 30D | +12.7% | -27.2% | +40.0% | +22.8% |
| 3M | +1.1% | -6.1% | +7.2% | +0.7% |
| 6M | +30.2% | -10.7% | +40.8% | +31.2% |
| YTD | +45.8% | +5.5% | +40.3% | +37.9% |
| 1Y | +51.9% | +7.8% | +44.1% | +42.2% |
| 3Y | +158.5% | +75.0% | +83.5% | +100.3% |
| 5Y | +208.0% | +178.6% | +29.5% | +92.0% |
| 10Y | +376.6% | +162.9% | +213.7% | +191.6% |
| All | +341.0% | +264.3% | +76.7% | +167.5% |
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