+423.4%
NFLX vs USFD
+368.6%
+54.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.2% |
| 7D | +2.6% | +3.9% | -1.3% | +1.7% |
| 30D | -9.0% | +12.8% | -21.9% | -11.2% |
| 3M | -13.7% | +1.0% | -14.7% | -14.1% |
| 6M | -26.9% | +30.3% | -57.2% | -30.9% |
| YTD | -31.8% | +46.0% | -77.8% | -37.6% |
| 1Y | -42.1% | +49.6% | -91.7% | -47.3% |
| 3Y | +47.0% | +166.3% | -119.3% | +18.6% |
| 5Y | -2.5% | +208.4% | -210.9% | -24.0% |
| 10Y | +423.4% | +371.2% | +52.1% | +269.9% |
| All | +423.4% | +368.6% | +54.7% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling