+791.3%
ANET vs XLC
+39.8%
+751.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | +27.6% | +0.7% | +26.9% | +25.1% |
| 6M | +44.4% | -3.2% | +47.6% | +47.1% |
| YTD | +52.3% | -3.8% | +56.1% | +56.2% |
| 1Y | +30.4% | -2.0% | +32.4% | +31.0% |
| 3Y | +313.3% | +71.4% | +241.9% | +150.3% |
| All | +791.3% | +39.8% | +751.5% | +581.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling