+5,706.3%
ANET vs VICR
+2,589.0%
+3,117.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.2% | -5.5% | +3.0% |
| 7D | +3.0% | +5.0% | -2.0% | +1.8% |
| 30D | -5.2% | -12.5% | +7.3% | -2.6% |
| 3M | +27.6% | -33.6% | +61.2% | +38.1% |
| 6M | +44.4% | +10.7% | +33.7% | +34.4% |
| YTD | +52.3% | +80.6% | -28.3% | +24.7% |
| 1Y | +30.4% | +288.4% | -257.9% | -12.7% |
| 3Y | +313.3% | +213.8% | +99.5% | +173.1% |
| 5Y | +810.0% | +58.8% | +751.2% | +533.4% |
| 10Y | +3,903.8% | +1,671.8% | +2,232.0% | +1,493.2% |
| All | +5,706.3% | +2,589.0% | +3,117.3% | +2,016.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling