+1,066.3%
ANET vs XLC
+145.0%
+921.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +4.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.5% |
| 30D | -5.2% | +2.1% | -7.3% | -7.4% |
| 3M | +27.6% | +0.7% | +26.9% | +24.9% |
| 6M | +44.4% | -3.2% | +47.6% | +47.0% |
| YTD | +52.3% | -3.8% | +56.1% | +56.1% |
| 1Y | +30.4% | -2.0% | +32.4% | +30.9% |
| 3Y | +313.3% | +71.4% | +241.9% | +145.5% |
| 5Y | +810.0% | +40.7% | +769.3% | +558.7% |
| All | +1,066.3% | +145.0% | +921.4% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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