+767.5%
ANET vs BURL
-13.9%
+781.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.6% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | +3.3% | -30.8% | +34.1% | +14.0% |
| 3M | +24.7% | -18.7% | +43.3% | +30.9% |
| 6M | +46.7% | -16.4% | +63.1% | +52.2% |
| YTD | +48.8% | -11.6% | +60.4% | +51.6% |
| 1Y | +39.2% | -12.0% | +51.2% | +40.9% |
| 3Y | +296.9% | +63.6% | +233.3% | +240.3% |
| 5Y | +767.5% | -12.6% | +780.1% | +773.3% |
| All | +767.5% | -13.9% | +781.4% | +773.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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