+313.3%
ANET vs NVTS
+38.1%
+275.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +5.3% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -5.2% | -16.5% | +11.3% | -4.0% |
| 3M | +27.6% | -47.6% | +75.3% | +32.7% |
| 6M | +44.4% | +7.3% | +37.1% | +41.3% |
| YTD | +52.3% | +62.9% | -10.6% | +44.7% |
| 1Y | +30.4% | +91.3% | -60.9% | +21.8% |
| 3Y | +313.3% | +43.4% | +269.8% | +299.2% |
| All | +313.3% | +38.1% | +275.1% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling