+30.4%
ANET vs ELF
-28.2%
+58.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.4% |
| 7D | +3.0% | -11.6% | +14.6% | +4.6% |
| 30D | -5.2% | +4.6% | -9.8% | -5.8% |
| 3M | +27.6% | +59.7% | -32.1% | +18.3% |
| 6M | +44.4% | +21.2% | +23.2% | +39.2% |
| YTD | +52.3% | +27.4% | +24.9% | +43.8% |
| 1Y | +30.4% | -29.8% | +60.2% | +34.8% |
| All | +30.4% | -28.2% | +58.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling