+5,512.5%
ANET vs FLUT
+23.6%
+5,488.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | +3.7% | -2.6% | +6.3% | +4.0% |
| 30D | +0.7% | +5.4% | -4.6% | -0.1% |
| 3M | +26.8% | -10.8% | +37.6% | +27.8% |
| 6M | +40.7% | -9.2% | +49.9% | +41.2% |
| YTD | +47.2% | -53.8% | +101.0% | +60.3% |
| 1Y | +36.0% | -66.0% | +101.9% | +53.5% |
| 3Y | +292.8% | -44.7% | +337.5% | +321.0% |
| 5Y | +761.9% | -50.6% | +812.5% | +795.0% |
| 10Y | +3,770.2% | -10.4% | +3,780.6% | +3,931.1% |
| All | +5,512.5% | +23.6% | +5,488.9% | +5,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling