+16.2%
ANET vs VFC
+52.5%
-36.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +4.5% |
| 7D | -4.4% | +21.5% | -25.9% | -6.5% |
| 30D | -13.7% | +46.7% | -60.4% | -17.9% |
| 3M | -6.3% | +38.4% | -44.7% | -10.4% |
| 6M | +3.4% | +15.2% | -11.8% | +1.6% |
| YTD | +36.2% | +17.8% | +18.4% | +33.7% |
| 1Y | +16.2% | +55.6% | -39.3% | +15.6% |
| All | +16.2% | +52.5% | -36.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling