+5,706.3%
ANET vs VYM
+258.2%
+5,448.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +4.8% |
| 7D | +3.0% | -0.8% | +3.8% | +4.0% |
| 30D | -5.2% | -2.2% | -2.9% | -2.6% |
| 3M | +27.6% | +3.1% | +24.5% | +23.4% |
| 6M | +44.4% | +9.7% | +34.7% | +30.4% |
| YTD | +52.3% | +14.9% | +37.4% | +30.6% |
| 1Y | +30.4% | +17.6% | +12.9% | +8.9% |
| 3Y | +313.3% | +65.3% | +247.9% | +139.8% |
| 5Y | +810.0% | +78.7% | +731.3% | +391.9% |
| 10Y | +3,903.8% | +208.2% | +3,695.6% | +1,069.2% |
| All | +5,706.3% | +258.2% | +5,448.1% | +1,310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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