+313.3%
ANET vs VWO
+62.9%
+250.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +4.7% |
| 7D | +3.0% | -1.8% | +4.8% | +5.5% |
| 30D | -5.2% | -0.1% | -5.1% | -5.0% |
| 3M | +27.6% | +2.2% | +25.4% | +25.0% |
| 6M | +44.4% | +8.8% | +35.6% | +30.2% |
| YTD | +52.3% | +12.4% | +39.9% | +32.2% |
| 1Y | +30.4% | +15.6% | +14.8% | +9.5% |
| 3Y | +313.3% | +62.5% | +250.7% | +151.9% |
| All | +313.3% | +62.9% | +250.4% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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