+3,548.9%
ANET vs VST
+1,175.7%
+2,373.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | -0.1% |
| 7D | -0.8% | +8.9% | -9.7% | -4.1% |
| 30D | -1.8% | +6.2% | -8.0% | -4.1% |
| 3M | +16.7% | -2.7% | +19.5% | +17.6% |
| 6M | +43.7% | -8.4% | +52.1% | +46.9% |
| YTD | +47.9% | -7.2% | +55.1% | +49.5% |
| 1Y | +37.3% | -20.9% | +58.2% | +45.8% |
| 3Y | +292.7% | +384.0% | -91.2% | +120.1% |
| 5Y | +753.8% | +757.1% | -3.2% | +293.3% |
| All | +3,548.9% | +1,175.7% | +2,373.2% | +1,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling