+3,847.4%
ANET vs VCIT
+28.6%
+3,818.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | -5.2% | -1.6% | -3.6% | -4.3% |
| 3M | +27.6% | -2.3% | +29.9% | +29.5% |
| 6M | +44.4% | -1.9% | +46.3% | +46.2% |
| YTD | +52.3% | -1.8% | +54.2% | +54.2% |
| 1Y | +30.4% | -1.2% | +31.6% | +31.6% |
| 3Y | +313.3% | +18.1% | +295.2% | +274.5% |
| 5Y | +810.0% | +2.3% | +807.7% | +767.6% |
| All | +3,847.4% | +28.6% | +3,818.8% | +3,954.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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