+16.2%
ANET vs XLF
+15.8%
+0.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.3% |
| 7D | -4.4% | +5.5% | -9.9% | -6.9% |
| 30D | -13.7% | +9.9% | -23.6% | -18.0% |
| 3M | -6.3% | +2.6% | -9.0% | -7.2% |
| 6M | +3.4% | +15.6% | -12.2% | -5.9% |
| YTD | +36.2% | +9.4% | +26.8% | +26.5% |
| 1Y | +16.2% | +14.7% | +1.5% | +0.4% |
| All | +16.2% | +15.8% | +0.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling