+5,512.5%
ANET vs VMC
+337.3%
+5,175.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.4% |
| 7D | +3.7% | -5.3% | +9.0% | +6.2% |
| 30D | +0.7% | -12.3% | +13.0% | +6.6% |
| 3M | +26.8% | -10.3% | +37.1% | +31.9% |
| 6M | +40.7% | -8.6% | +49.2% | +44.4% |
| YTD | +47.2% | -11.9% | +59.1% | +52.8% |
| 1Y | +36.0% | -13.9% | +49.9% | +42.7% |
| 3Y | +292.8% | +18.2% | +274.6% | +258.2% |
| 5Y | +761.9% | +47.7% | +714.2% | +612.6% |
| 10Y | +3,770.2% | +152.5% | +3,617.7% | +2,298.4% |
| All | +5,512.5% | +337.3% | +5,175.2% | +2,121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling