+313.3%
ANET vs VUG
+86.2%
+227.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +4.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.8% |
| 30D | -5.2% | -1.0% | -4.2% | -3.7% |
| 3M | +27.6% | +3.5% | +24.1% | +21.4% |
| 6M | +44.4% | +14.2% | +30.2% | +17.9% |
| YTD | +52.3% | +8.5% | +43.8% | +35.1% |
| 1Y | +30.4% | +12.9% | +17.5% | +9.1% |
| 3Y | +313.3% | +85.6% | +227.6% | +76.1% |
| All | +313.3% | +86.2% | +227.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling