+3,847.4%
ANET vs VCLT
+17.1%
+3,830.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | -5.2% | -1.2% | -4.0% | -4.8% |
| 3M | +27.6% | -4.8% | +32.4% | +29.6% |
| 6M | +44.4% | -2.6% | +47.0% | +45.7% |
| YTD | +52.3% | -3.3% | +55.7% | +54.1% |
| 1Y | +30.4% | -4.8% | +35.2% | +32.5% |
| 3Y | +313.3% | +11.5% | +301.7% | +298.2% |
| 5Y | +810.0% | -17.0% | +827.0% | +842.9% |
| All | +3,847.4% | +17.1% | +3,830.3% | +3,918.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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