+3,847.4%
ANET vs USFD
+307.1%
+3,540.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.8% |
| 7D | +3.0% | -8.4% | +11.4% | +5.4% |
| 30D | -5.2% | -14.1% | +8.9% | -1.3% |
| 3M | +27.6% | +4.5% | +23.1% | +25.3% |
| 6M | +44.4% | +4.4% | +40.0% | +41.4% |
| YTD | +52.3% | +26.6% | +25.7% | +40.4% |
| 1Y | +30.4% | +19.4% | +11.0% | +22.0% |
| 3Y | +313.3% | +144.6% | +168.7% | +219.2% |
| 5Y | +810.0% | +194.5% | +615.5% | +567.6% |
| All | +3,847.4% | +307.1% | +3,540.3% | +2,451.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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