+3,552.8%
ANET vs VST
+1,169.0%
+2,383.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.6% |
| 7D | +10.2% | +10.9% | -0.7% | +6.1% |
| 30D | -6.7% | -15.6% | +8.9% | -0.9% |
| 3M | -0.6% | -7.8% | +7.2% | +1.7% |
| 6M | +44.2% | -12.0% | +56.1% | +49.3% |
| YTD | +50.1% | -16.9% | +67.0% | +57.2% |
| 1Y | +45.8% | -25.1% | +70.8% | +58.5% |
| 3Y | +280.4% | +297.1% | -16.7% | +126.1% |
| 5Y | +503.5% | +641.9% | -138.4% | +190.2% |
| 10Y | +3,552.8% | +1,142.3% | +2,410.5% | +1,456.0% |
| All | +3,552.8% | +1,169.0% | +2,383.7% | +1,456.0% |
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