+37.3%
ANET vs ELV
+34.8%
+2.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.2% |
| 30D | -1.8% | +4.2% | -5.9% | -2.3% |
| 3M | +16.7% | -0.1% | +16.8% | +16.7% |
| 6M | +43.7% | +41.3% | +2.5% | +34.3% |
| YTD | +47.9% | +17.4% | +30.5% | +39.4% |
| 1Y | +37.3% | +35.1% | +2.2% | +31.8% |
| All | +37.3% | +34.8% | +2.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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