+275.3%
ANET vs QLD
+146.5%
+128.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.1% | -2.5% |
| 7D | +15.5% | +7.0% | +8.5% | +9.7% |
| 30D | +1.0% | -14.3% | +15.3% | +14.7% |
| 3M | -3.1% | -16.0% | +12.9% | +11.7% |
| 6M | +40.2% | -14.2% | +54.5% | +58.2% |
| YTD | +50.6% | +12.8% | +37.8% | +35.4% |
| 1Y | +51.4% | +14.1% | +37.3% | +35.0% |
| 3Y | +275.3% | +146.0% | +129.3% | +97.0% |
| All | +275.3% | +146.5% | +128.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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