+465.3%
ANET vs NXT
+171.8%
+293.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.4% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +0.7% | -20.0% | +20.7% | +4.9% |
| 3M | +26.8% | -30.9% | +57.7% | +35.1% |
| 6M | +40.7% | -23.8% | +64.5% | +45.8% |
| YTD | +47.2% | -5.4% | +52.7% | +47.4% |
| 1Y | +36.0% | +28.0% | +7.9% | +29.2% |
| 3Y | +292.8% | +93.3% | +199.5% | +242.9% |
| All | +465.3% | +171.8% | +293.5% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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