+313.3%
ANET vs EFV
+90.2%
+223.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +4.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.9% |
| 30D | -5.2% | +0.6% | -5.8% | -5.7% |
| 3M | +27.6% | +7.5% | +20.1% | +19.0% |
| 6M | +44.4% | +13.0% | +31.4% | +27.6% |
| YTD | +52.3% | +18.3% | +34.0% | +28.6% |
| 1Y | +30.4% | +26.7% | +3.7% | +3.0% |
| 3Y | +313.3% | +89.6% | +223.7% | +126.4% |
| All | +313.3% | +90.2% | +223.0% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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