+37.3%
ANET vs VMC
-8.5%
+45.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -0.8% | -4.3% | +3.5% | +0.2% |
| 30D | -1.8% | -8.2% | +6.5% | +0.1% |
| 3M | +16.7% | -7.0% | +23.8% | +17.6% |
| 6M | +43.7% | -10.8% | +54.5% | +46.2% |
| YTD | +47.9% | -7.4% | +55.3% | +43.9% |
| 1Y | +37.3% | -9.5% | +46.8% | +33.8% |
| All | +37.3% | -8.5% | +45.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling