+3,847.4%
ANET vs FCUV
-98.6%
+3,946.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +5.6% |
| 7D | +3.0% | -66.5% | +69.5% | +3.3% |
| 30D | -5.2% | +5.0% | -10.2% | -5.5% |
| 3M | +27.6% | +63.8% | -36.2% | +24.7% |
| 6M | +44.4% | -67.8% | +112.2% | +41.7% |
| YTD | +52.3% | -82.4% | +134.7% | +49.7% |
| 1Y | +30.4% | -94.7% | +125.2% | +28.6% |
| 3Y | +313.3% | -99.3% | +412.5% | +307.2% |
| 5Y | +810.0% | -99.9% | +909.9% | +797.2% |
| All | +3,847.4% | -98.6% | +3,946.0% | +3,769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling