+3,847.4%
ANET vs URA
+346.2%
+3,501.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.3% | +8.9% | +6.9% |
| 7D | +3.0% | -5.5% | +8.5% | +5.3% |
| 30D | -5.2% | -3.7% | -1.5% | -4.0% |
| 3M | +27.6% | -2.9% | +30.5% | +28.8% |
| 6M | +44.4% | -15.2% | +59.6% | +51.8% |
| YTD | +52.3% | +1.9% | +50.5% | +46.9% |
| 1Y | +30.4% | +6.9% | +23.5% | +21.4% |
| 3Y | +313.3% | +99.6% | +213.6% | +197.9% |
| 5Y | +810.0% | +101.2% | +708.9% | +525.9% |
| All | +3,847.4% | +346.2% | +3,501.2% | +1,688.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling