+3,847.4%
ANET vs FISV
+3.1%
+3,844.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.4% | +0.2% | +3.9% |
| 7D | +3.0% | -2.7% | +5.7% | +3.8% |
| 30D | -5.2% | 0.0% | -5.2% | -5.5% |
| 3M | +27.6% | -2.8% | +30.4% | +26.6% |
| 6M | +44.4% | -11.8% | +56.2% | +47.8% |
| YTD | +52.3% | -23.2% | +75.5% | +62.8% |
| 1Y | +30.4% | -62.0% | +92.4% | +68.3% |
| 3Y | +313.3% | -57.6% | +370.9% | +369.1% |
| 5Y | +810.0% | -53.4% | +863.4% | +855.2% |
| All | +3,847.4% | +3.1% | +3,844.3% | +2,406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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