+3,532.9%
ANET vs VST
+1,191.1%
+2,341.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.7% | +5.3% | -1.7% | +1.6% |
| 30D | +0.7% | +5.8% | -5.0% | -1.5% |
| 3M | +26.8% | +3.5% | +23.3% | +24.7% |
| 6M | +40.7% | -7.4% | +48.0% | +43.1% |
| YTD | +47.2% | -6.1% | +53.3% | +48.2% |
| 1Y | +36.0% | -21.6% | +57.6% | +44.9% |
| 3Y | +292.8% | +357.2% | -64.4% | +123.9% |
| 5Y | +761.9% | +777.0% | -15.1% | +293.8% |
| All | +3,532.9% | +1,191.1% | +2,341.8% | +1,354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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