+3,405.6%
ANET vs VST
+1,046.2%
+2,359.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.3% | +1.7% | +6.1% |
| 7D | +13.4% | -0.5% | +13.9% | +13.0% |
| 30D | -14.1% | -17.1% | +3.0% | -8.2% |
| 3M | -1.3% | -4.6% | +3.3% | -0.4% |
| 6M | +31.3% | -9.1% | +40.4% | +34.2% |
| YTD | +42.1% | -16.6% | +58.7% | +48.5% |
| 1Y | +38.3% | -29.5% | +67.7% | +53.7% |
| 3Y | +251.9% | +297.5% | -45.7% | +110.0% |
| 5Y | +460.6% | +654.5% | -194.0% | +169.9% |
| 10Y | +3,388.0% | +1,205.2% | +2,182.7% | +1,346.5% |
| All | +3,405.6% | +1,046.2% | +2,359.5% | +1,358.6% |
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