+460.6%
ANET vs BURL
-12.4%
+472.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +7.8% |
| 7D | +13.4% | +7.7% | +5.7% | +11.2% |
| 30D | -14.1% | -7.1% | -7.0% | -12.4% |
| 3M | -1.3% | -30.3% | +29.0% | +8.5% |
| 6M | +31.3% | -15.5% | +46.9% | +35.7% |
| YTD | +42.1% | -11.0% | +53.0% | +44.2% |
| 1Y | +38.3% | -8.4% | +46.7% | +38.2% |
| 3Y | +251.9% | +96.7% | +155.2% | +188.4% |
| 5Y | +460.6% | -14.1% | +474.6% | +455.0% |
| All | +460.6% | -12.4% | +472.9% | +455.0% |
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