+3,847.4%
ANET vs VRSK
+126.1%
+3,721.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +3.0% | -5.2% | +8.2% | +5.1% |
| 30D | -5.2% | -2.3% | -2.9% | -4.7% |
| 3M | +27.6% | -2.9% | +30.5% | +25.8% |
| 6M | +44.4% | -12.8% | +57.2% | +48.7% |
| YTD | +52.3% | -20.8% | +73.1% | +62.9% |
| 1Y | +30.4% | -33.2% | +63.6% | +51.4% |
| 3Y | +313.3% | -26.6% | +339.8% | +325.0% |
| 5Y | +810.0% | -11.3% | +821.3% | +704.5% |
| All | +3,847.4% | +126.1% | +3,721.3% | +1,635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling