+3,494.0%
ANET vs VST
+1,139.0%
+2,355.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | +15.5% | +6.6% | +8.9% | +12.8% |
| 30D | +1.0% | -12.4% | +13.3% | +5.8% |
| 3M | -3.1% | -9.0% | +5.9% | -0.3% |
| 6M | +40.2% | -6.4% | +46.7% | +42.1% |
| YTD | +50.6% | -17.2% | +67.8% | +58.0% |
| 1Y | +51.4% | -22.0% | +73.4% | +62.2% |
| 3Y | +275.3% | +296.7% | -21.4% | +123.1% |
| 5Y | +500.3% | +637.6% | -137.2% | +188.9% |
| All | +3,494.0% | +1,139.0% | +2,355.0% | +1,419.8% |
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