+313.3%
ANET vs ELV
-2.1%
+315.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.6% |
| 7D | +3.0% | +3.2% | -0.2% | +3.0% |
| 30D | -5.2% | +5.4% | -10.5% | -5.2% |
| 3M | +27.6% | +5.4% | +22.3% | +27.6% |
| 6M | +44.4% | +45.7% | -1.3% | +43.0% |
| YTD | +52.3% | +21.2% | +31.1% | +50.6% |
| 1Y | +30.4% | +35.6% | -5.2% | +29.7% |
| 3Y | +313.3% | -2.0% | +315.3% | +307.6% |
| All | +313.3% | -2.1% | +315.4% | +307.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling