+30.4%
ANET vs VMC
-14.0%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +5.4% |
| 7D | +3.0% | -3.8% | +6.8% | +3.9% |
| 30D | -5.2% | -9.7% | +4.5% | -3.0% |
| 3M | +27.6% | -9.6% | +37.2% | +29.2% |
| 6M | +44.4% | -4.8% | +49.2% | +42.3% |
| YTD | +52.3% | -10.9% | +63.2% | +48.9% |
| 1Y | +30.4% | -15.6% | +46.0% | +30.3% |
| All | +30.4% | -14.0% | +44.5% | +30.3% |
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