+3,642.5%
ANET vs ELF
+303.8%
+3,338.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.4% |
| 7D | +3.0% | -11.6% | +14.6% | +5.0% |
| 30D | -5.2% | +4.6% | -9.8% | -6.0% |
| 3M | +27.6% | +59.7% | -32.1% | +17.4% |
| 6M | +44.4% | +21.2% | +23.2% | +38.2% |
| YTD | +52.3% | +27.4% | +24.9% | +43.5% |
| 1Y | +30.4% | -29.8% | +60.2% | +33.5% |
| 3Y | +313.3% | -28.5% | +341.7% | +296.9% |
| 5Y | +810.0% | +220.0% | +590.0% | +563.2% |
| All | +3,642.5% | +303.8% | +3,338.7% | +2,361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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