+666.1%
ANET vs NVTS
-20.2%
+686.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.8% | -1.6% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | -4.5% | -18.0% | +13.5% | -2.6% |
| 3M | +24.5% | -45.6% | +70.1% | +31.4% |
| 6M | +35.4% | +28.5% | +6.9% | +27.9% |
| YTD | +44.2% | +56.2% | -11.9% | +32.7% |
| 1Y | +25.4% | +97.7% | -72.3% | +10.6% |
| 3Y | +284.8% | +35.0% | +249.8% | +234.9% |
| All | +666.1% | -20.2% | +686.3% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling