+3,847.4%
ANET vs VFC
-69.1%
+3,916.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.3% | +4.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | -5.2% | -9.0% | +3.8% | -3.0% |
| 3M | +27.6% | -24.2% | +51.8% | +35.5% |
| 6M | +44.4% | -18.5% | +62.9% | +49.9% |
| YTD | +52.3% | -25.9% | +78.2% | +61.1% |
| 1Y | +30.4% | -13.0% | +43.4% | +30.9% |
| 3Y | +313.3% | -20.3% | +333.6% | +278.6% |
| 5Y | +810.0% | -78.1% | +888.1% | +1,279.2% |
| All | +3,847.4% | -69.1% | +3,916.5% | +4,387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling