+3,552.8%
ANET vs VT
+224.4%
+3,328.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +4.7% |
| 7D | +10.2% | -0.7% | +10.9% | +12.0% |
| 30D | -6.7% | -1.7% | -5.0% | -3.3% |
| 3M | -0.6% | -2.3% | +1.7% | +4.1% |
| 6M | +44.2% | +1.5% | +42.6% | +44.4% |
| YTD | +50.1% | +12.0% | +38.1% | +31.7% |
| 1Y | +45.8% | +12.9% | +32.9% | +27.0% |
| 3Y | +280.4% | +74.9% | +205.4% | +95.4% |
| 5Y | +503.5% | +59.9% | +443.6% | +253.6% |
| 10Y | +3,552.8% | +224.6% | +3,328.2% | +719.4% |
| All | +3,552.8% | +224.4% | +3,328.4% | +719.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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