+661.1%
NFLX vs USFD
+329.0%
+332.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.3% |
| 7D | -4.2% | -3.0% | -1.2% | -3.7% |
| 30D | +5.5% | +3.5% | +1.9% | +4.6% |
| 3M | -4.1% | +26.6% | -30.6% | -8.6% |
| 6M | -20.7% | +11.7% | -32.4% | -22.7% |
| YTD | -16.5% | +38.1% | -54.7% | -22.6% |
| 1Y | -37.8% | +33.4% | -71.2% | -41.9% |
| 3Y | +77.9% | +155.8% | -77.9% | +45.3% |
| 5Y | +32.5% | +214.0% | -181.5% | +3.9% |
| 10Y | +703.6% | +320.4% | +383.2% | +508.9% |
| All | +661.1% | +329.0% | +332.1% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling