+3,847.4%
ANET vs XLB
+163.8%
+3,683.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.3% |
| 7D | +3.0% | -2.8% | +5.8% | +5.6% |
| 30D | -5.2% | -3.1% | -2.1% | -2.7% |
| 3M | +27.6% | -0.2% | +27.8% | +27.1% |
| 6M | +44.4% | +3.1% | +41.3% | +39.4% |
| YTD | +52.3% | +13.3% | +39.1% | +35.0% |
| 1Y | +30.4% | +12.0% | +18.4% | +16.4% |
| 3Y | +313.3% | +31.4% | +281.8% | +222.0% |
| 5Y | +810.0% | +33.9% | +776.1% | +600.6% |
| All | +3,847.4% | +163.8% | +3,683.6% | +1,539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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