+45.2%
NFLX vs USFD
+159.3%
-114.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -8.6% | +12.3% | -20.9% | -10.8% |
| 3M | -13.7% | -0.7% | -13.0% | -13.8% |
| 6M | -24.5% | +31.3% | -55.7% | -28.9% |
| YTD | -31.2% | +45.7% | -76.9% | -38.9% |
| 1Y | -43.2% | +52.1% | -95.3% | -50.5% |
| All | +45.2% | +159.3% | -114.2% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling