+5,512.5%
ANET vs VFC
-70.1%
+5,582.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.3% |
| 30D | +0.7% | -13.4% | +14.1% | +4.4% |
| 3M | +26.8% | -23.7% | +50.5% | +34.7% |
| 6M | +40.7% | -24.5% | +65.1% | +49.0% |
| YTD | +47.2% | -27.8% | +75.1% | +57.1% |
| 1Y | +36.0% | -13.5% | +49.4% | +36.4% |
| 3Y | +292.8% | -27.1% | +319.9% | +268.1% |
| 5Y | +761.9% | -79.0% | +841.0% | +1,213.5% |
| 10Y | +3,770.2% | -68.7% | +3,839.0% | +4,397.0% |
| All | +5,512.5% | -70.1% | +5,582.6% | +6,144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling