+29.0%
NFLX vs USFD
+215.8%
-186.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.2% |
| 7D | -4.2% | -3.0% | -1.2% | -3.1% |
| 30D | +5.5% | +3.5% | +1.9% | +3.7% |
| 3M | -4.1% | +26.6% | -30.6% | -13.6% |
| 6M | -20.7% | +11.7% | -32.4% | -25.1% |
| YTD | -16.5% | +38.1% | -54.7% | -30.0% |
| 1Y | -37.8% | +33.4% | -71.2% | -47.0% |
| 3Y | +77.9% | +155.8% | -77.9% | +5.1% |
| All | +29.0% | +215.8% | -186.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling