+313.3%
ANET vs BOXX
+14.7%
+298.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | +27.6% | +1.0% | +26.6% | +26.3% |
| 6M | +44.4% | +1.9% | +42.5% | +42.4% |
| YTD | +52.3% | +2.7% | +49.6% | +50.1% |
| 1Y | +30.4% | +4.0% | +26.4% | +30.7% |
| 3Y | +313.3% | +14.7% | +298.6% | +652.6% |
| All | +313.3% | +14.7% | +298.6% | +652.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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