+791.3%
ANET vs VFC
-78.2%
+869.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.3% | +4.9% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | -5.2% | -9.0% | +3.8% | -3.7% |
| 3M | +27.6% | -24.2% | +51.8% | +33.0% |
| 6M | +44.4% | -18.5% | +62.9% | +48.3% |
| YTD | +52.3% | -25.9% | +78.2% | +58.5% |
| 1Y | +30.4% | -13.0% | +43.4% | +31.3% |
| 3Y | +313.3% | -20.3% | +333.6% | +302.8% |
| All | +791.3% | -78.2% | +869.5% | +1,388.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling