+761.9%
ANET vs USFD
+197.4%
+564.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | +1.3% |
| 7D | +3.7% | -7.0% | +10.7% | +6.9% |
| 30D | +0.7% | -10.3% | +11.0% | +5.5% |
| 3M | +26.8% | +9.2% | +17.6% | +20.3% |
| 6M | +40.7% | +7.4% | +33.2% | +33.8% |
| YTD | +47.2% | +29.4% | +17.9% | +25.4% |
| 1Y | +36.0% | +24.8% | +11.1% | +17.5% |
| 3Y | +292.8% | +150.0% | +142.8% | +137.3% |
| 5Y | +761.9% | +195.5% | +566.5% | +369.2% |
| All | +761.9% | +197.4% | +564.6% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling