+3,847.4%
ANET vs VIG
+250.0%
+3,597.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +4.6% |
| 7D | +3.0% | -1.1% | +4.1% | +4.6% |
| 30D | -5.2% | -2.7% | -2.4% | -1.5% |
| 3M | +27.6% | +2.5% | +25.1% | +23.5% |
| 6M | +44.4% | +9.2% | +35.2% | +28.9% |
| YTD | +52.3% | +9.8% | +42.5% | +35.1% |
| 1Y | +30.4% | +12.4% | +18.0% | +12.3% |
| 3Y | +313.3% | +55.9% | +257.4% | +139.0% |
| 5Y | +810.0% | +63.9% | +746.1% | +405.0% |
| All | +3,847.4% | +250.0% | +3,597.4% | +742.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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