+5,397.9%
ANET vs VCLT
+35.0%
+5,362.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -4.5% | -1.1% | -3.4% | -4.2% |
| 3M | +24.5% | -3.7% | +28.2% | +25.6% |
| 6M | +35.4% | -4.0% | +39.4% | +36.7% |
| YTD | +44.2% | -3.4% | +47.6% | +45.5% |
| 1Y | +25.4% | -4.1% | +29.5% | +26.7% |
| 3Y | +284.8% | +11.0% | +273.8% | +275.5% |
| 5Y | +761.7% | -17.0% | +778.7% | +771.5% |
| 10Y | +3,691.2% | +16.7% | +3,674.5% | +3,952.2% |
| All | +5,397.9% | +35.0% | +5,362.8% | +7,111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling