+3,847.4%
ANET vs FDX
+182.5%
+3,664.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -3.3% | +6.3% | +4.3% |
| 30D | -5.2% | -4.5% | -0.7% | -3.6% |
| 3M | +27.6% | -7.3% | +35.0% | +31.1% |
| 6M | +44.4% | +7.5% | +36.9% | +39.3% |
| YTD | +52.3% | +35.1% | +17.2% | +34.1% |
| 1Y | +30.4% | +71.4% | -41.0% | +4.2% |
| 3Y | +313.3% | +60.8% | +252.4% | +224.7% |
| 5Y | +810.0% | +65.5% | +744.5% | +582.8% |
| All | +3,847.4% | +182.5% | +3,664.9% | +2,060.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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