+709.1%
ANET vs NVTS
-16.8%
+725.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +5.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | -5.2% | -16.5% | +11.3% | -3.5% |
| 3M | +27.6% | -47.6% | +75.3% | +35.2% |
| 6M | +44.4% | +7.3% | +37.1% | +39.2% |
| YTD | +52.3% | +62.9% | -10.6% | +39.5% |
| 1Y | +30.4% | +91.3% | -60.9% | +15.4% |
| 3Y | +313.3% | +43.4% | +269.8% | +256.7% |
| All | +709.1% | -16.8% | +725.9% | +566.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling