+313.3%
ANET vs ELF
-29.5%
+342.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.4% |
| 7D | +3.0% | -11.6% | +14.6% | +4.8% |
| 30D | -5.2% | +4.6% | -9.8% | -5.9% |
| 3M | +27.6% | +59.7% | -32.1% | +18.2% |
| 6M | +44.4% | +21.2% | +23.2% | +38.7% |
| YTD | +52.3% | +27.4% | +24.9% | +44.1% |
| 1Y | +30.4% | -29.8% | +60.2% | +33.4% |
| 3Y | +313.3% | -28.5% | +341.7% | +329.7% |
| All | +313.3% | -29.5% | +342.7% | +329.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling