+313.3%
ANET vs VIVK
-100.0%
+413.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.4% | +13.0% | +5.7% |
| 7D | +3.0% | -4.4% | +7.4% | +3.0% |
| 30D | -5.2% | -40.8% | +35.6% | -4.6% |
| 3M | +27.6% | -94.1% | +121.8% | +31.7% |
| 6M | +44.4% | -98.2% | +142.6% | +50.9% |
| YTD | +52.3% | -98.0% | +150.3% | +58.3% |
| 1Y | +30.4% | -100.0% | +130.4% | +36.3% |
| 3Y | +313.3% | -100.0% | +413.2% | +318.9% |
| All | +313.3% | -100.0% | +413.2% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling