+3,847.4%
ANET vs VICR
+1,679.8%
+2,167.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.2% | -5.5% | +2.9% |
| 7D | +3.0% | +5.0% | -2.0% | +1.7% |
| 30D | -5.2% | -12.5% | +7.3% | -2.5% |
| 3M | +27.6% | -33.6% | +61.2% | +38.5% |
| 6M | +44.4% | +10.7% | +33.7% | +33.9% |
| YTD | +52.3% | +80.6% | -28.3% | +23.5% |
| 1Y | +30.4% | +288.4% | -257.9% | -14.4% |
| 3Y | +313.3% | +213.8% | +99.5% | +167.6% |
| 5Y | +810.0% | +58.8% | +751.2% | +524.7% |
| All | +3,847.4% | +1,679.8% | +2,167.6% | +1,363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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