+3,847.4%
ANET vs EL
+26.1%
+3,821.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -6.5% | +9.5% | +5.2% |
| 30D | -5.2% | +11.1% | -16.3% | -9.0% |
| 3M | +27.6% | +10.7% | +16.9% | +22.2% |
| 6M | +44.4% | +6.9% | +37.5% | +37.9% |
| YTD | +52.3% | -6.3% | +58.6% | +49.9% |
| 1Y | +30.4% | +13.5% | +16.9% | +18.6% |
| 3Y | +313.3% | -33.1% | +346.3% | +325.0% |
| 5Y | +810.0% | -68.8% | +878.8% | +1,253.1% |
| All | +3,847.4% | +26.1% | +3,821.3% | +2,827.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling