+5,706.3%
ANET vs VTR
+101.1%
+5,605.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | -5.2% | +1.1% | -6.3% | -5.4% |
| 3M | +27.6% | +7.9% | +19.7% | +25.5% |
| 6M | +44.4% | +6.2% | +38.2% | +42.1% |
| YTD | +52.3% | +17.7% | +34.6% | +47.2% |
| 1Y | +30.4% | +32.9% | -2.5% | +23.2% |
| 3Y | +313.3% | +129.7% | +183.6% | +249.4% |
| 5Y | +810.0% | +89.3% | +720.7% | +689.0% |
| 10Y | +3,903.8% | +99.1% | +3,804.7% | +3,118.7% |
| All | +5,706.3% | +101.1% | +5,605.2% | +4,964.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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