+13.3%
ANET vs EOSE
-86.9%
+100.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -12.1% | +1.3% | -9.0% |
| 7D | -13.6% | -5.1% | -8.6% | -12.9% |
| 30D | -26.1% | -42.3% | +16.2% | -20.9% |
| 3M | -19.3% | -50.8% | +31.5% | -12.4% |
| 6M | -6.5% | -69.8% | +63.3% | +6.4% |
| YTD | +21.5% | -83.6% | +105.1% | +46.4% |
| 1Y | +13.3% | -87.3% | +100.7% | +40.9% |
| All | +13.3% | -86.9% | +100.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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