+5,397.9%
ANET vs NSC
+319.3%
+5,078.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -1.4% | +0.1% | -0.6% |
| 30D | -4.5% | -3.4% | -1.1% | -3.0% |
| 3M | +24.5% | +5.1% | +19.5% | +21.3% |
| 6M | +35.4% | +9.2% | +26.1% | +28.7% |
| YTD | +44.2% | +13.4% | +30.8% | +34.2% |
| 1Y | +25.4% | +20.8% | +4.6% | +12.9% |
| 3Y | +284.8% | +76.1% | +208.7% | +179.8% |
| 5Y | +761.7% | +45.3% | +716.4% | +582.0% |
| 10Y | +3,691.2% | +335.7% | +3,355.4% | +1,656.0% |
| All | +5,397.9% | +319.3% | +5,078.6% | +2,550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling