+296.9%
ANET vs VST
+369.1%
-72.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | +3.0% | +9.9% | -6.9% | -1.4% |
| 30D | +3.3% | +7.9% | -4.6% | -0.3% |
| 3M | +24.7% | +3.4% | +21.2% | +22.1% |
| 6M | +46.7% | -4.1% | +50.8% | +47.2% |
| YTD | +48.8% | -5.7% | +54.5% | +49.2% |
| 1Y | +39.2% | -18.9% | +58.1% | +47.2% |
| 3Y | +296.9% | +359.1% | -62.1% | +122.8% |
| All | +296.9% | +369.1% | -72.2% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling