+3,517.6%
ANET vs ELF
+317.0%
+3,200.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.4% |
| 7D | +3.7% | -6.8% | +10.5% | +4.8% |
| 30D | +0.7% | +5.1% | -4.3% | -0.2% |
| 3M | +26.8% | +79.8% | -53.0% | +14.4% |
| 6M | +40.7% | +29.7% | +10.9% | +33.1% |
| YTD | +47.2% | +31.6% | +15.6% | +38.0% |
| 1Y | +36.0% | -27.9% | +63.9% | +38.5% |
| 3Y | +292.8% | -26.4% | +319.2% | +275.6% |
| 5Y | +761.9% | +235.6% | +526.3% | +523.8% |
| All | +3,517.6% | +317.0% | +3,200.6% | +2,266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling