+46.3%
ANET vs VG
-34.8%
+81.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -1.3% | +7.0% | -8.3% | -2.2% |
| 30D | -4.5% | +17.2% | -21.7% | -6.6% |
| 3M | +24.5% | +16.8% | +7.7% | +20.9% |
| 6M | +35.4% | +36.3% | -1.0% | +24.5% |
| YTD | +44.2% | +127.9% | -83.7% | +16.9% |
| 1Y | +25.4% | +11.7% | +13.7% | +17.8% |
| All | +46.3% | -34.8% | +81.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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