+3,847.4%
ANET vs FITB
+290.8%
+3,556.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -5.2% | -5.7% | +0.5% | -3.5% |
| 3M | +27.6% | +3.2% | +24.5% | +26.2% |
| 6M | +44.4% | +23.4% | +21.0% | +35.0% |
| YTD | +52.3% | +18.8% | +33.5% | +43.3% |
| 1Y | +30.4% | +25.0% | +5.4% | +20.3% |
| 3Y | +313.3% | +131.2% | +182.1% | +213.9% |
| 5Y | +810.0% | +70.7% | +739.3% | +642.4% |
| All | +3,847.4% | +290.8% | +3,556.6% | +2,276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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