+3,847.4%
ANET vs FLUT
-9.3%
+3,856.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.3% |
| 7D | +3.0% | +0.4% | +2.5% | +2.9% |
| 30D | -5.2% | +2.5% | -7.7% | -5.8% |
| 3M | +27.6% | -9.2% | +36.9% | +28.5% |
| 6M | +44.4% | -8.2% | +52.6% | +44.9% |
| YTD | +52.3% | -53.2% | +105.6% | +69.7% |
| 1Y | +30.4% | -65.6% | +96.0% | +52.3% |
| 3Y | +313.3% | -43.6% | +356.8% | +349.7% |
| 5Y | +810.0% | -50.3% | +860.3% | +849.0% |
| All | +3,847.4% | -9.3% | +3,856.7% | +4,047.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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