+3,847.4%
ANET vs VTEB
+17.9%
+3,829.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.4% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -5.2% | -2.5% | -2.7% | -4.0% |
| 3M | +27.6% | -3.0% | +30.6% | +29.4% |
| 6M | +44.4% | -2.1% | +46.5% | +45.9% |
| YTD | +52.3% | -1.5% | +53.8% | +53.5% |
| 1Y | +30.4% | +0.2% | +30.3% | +30.6% |
| 3Y | +313.3% | +8.6% | +304.7% | +295.6% |
| 5Y | +810.0% | +1.2% | +808.8% | +796.5% |
| All | +3,847.4% | +17.9% | +3,829.5% | +4,223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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