+3,847.4%
ANET vs FE
+114.2%
+3,733.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -1.4% | +4.4% | +3.3% |
| 30D | -5.2% | -1.9% | -3.3% | -4.8% |
| 3M | +27.6% | -0.2% | +27.8% | +27.4% |
| 6M | +44.4% | -7.1% | +51.5% | +46.3% |
| YTD | +52.3% | +6.1% | +46.2% | +49.4% |
| 1Y | +30.4% | +10.1% | +20.3% | +26.6% |
| 3Y | +313.3% | +46.9% | +266.4% | +263.0% |
| 5Y | +810.0% | +50.0% | +760.0% | +686.8% |
| All | +3,847.4% | +114.2% | +3,733.2% | +3,248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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