+3,847.4%
ANET vs USFR
+28.1%
+3,819.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.7% |
| 30D | -5.2% | +0.4% | -5.5% | -5.9% |
| 3M | +27.6% | +1.0% | +26.6% | +24.9% |
| 6M | +44.4% | +2.0% | +42.4% | +38.5% |
| YTD | +52.3% | +2.8% | +49.6% | +43.7% |
| 1Y | +30.4% | +4.1% | +26.3% | +19.6% |
| 3Y | +313.3% | +14.1% | +299.1% | +208.6% |
| 5Y | +810.0% | +20.6% | +789.4% | +499.5% |
| All | +3,847.4% | +28.1% | +3,819.3% | +2,097.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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