+3,637.8%
ANET vs FN
+927.1%
+2,710.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.7% |
| 7D | -1.3% | +2.3% | -3.5% | -2.2% |
| 30D | -4.5% | -23.2% | +18.7% | +5.1% |
| 3M | +24.5% | -30.4% | +54.9% | +40.6% |
| 6M | +35.4% | -25.6% | +61.0% | +44.6% |
| YTD | +44.2% | -11.3% | +55.5% | +40.1% |
| 1Y | +25.4% | +8.4% | +17.0% | +10.6% |
| 3Y | +284.8% | +166.2% | +118.5% | +122.2% |
| 5Y | +761.7% | +290.3% | +471.4% | +311.0% |
| All | +3,637.8% | +927.1% | +2,710.7% | +1,173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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