+791.3%
ANET vs VMC
+47.0%
+744.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +5.1% |
| 7D | +3.0% | -3.8% | +6.8% | +5.4% |
| 30D | -5.2% | -9.7% | +4.5% | +0.7% |
| 3M | +27.6% | -9.6% | +37.2% | +33.7% |
| 6M | +44.4% | -4.8% | +49.2% | +45.0% |
| YTD | +52.3% | -10.9% | +63.2% | +57.8% |
| 1Y | +30.4% | -15.6% | +46.0% | +40.3% |
| 3Y | +313.3% | +19.3% | +293.9% | +245.1% |
| All | +791.3% | +47.0% | +744.3% | +541.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling