+3,847.4%
ANET vs NSC
+332.1%
+3,515.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +6.1% |
| 7D | +3.0% | -2.8% | +5.8% | +4.4% |
| 30D | -5.2% | -4.5% | -0.7% | -3.1% |
| 3M | +27.6% | +3.5% | +24.1% | +25.0% |
| 6M | +44.4% | +8.5% | +35.9% | +37.3% |
| YTD | +52.3% | +12.3% | +40.0% | +41.8% |
| 1Y | +30.4% | +18.9% | +11.5% | +17.6% |
| 3Y | +313.3% | +74.1% | +239.1% | +196.0% |
| 5Y | +810.0% | +43.9% | +766.1% | +611.8% |
| All | +3,847.4% | +332.1% | +3,515.3% | +1,622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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