+3,847.4%
ANET vs XLF
+254.4%
+3,593.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.1% |
| 7D | +3.0% | -1.5% | +4.5% | +4.1% |
| 30D | -5.2% | -1.2% | -4.0% | -4.4% |
| 3M | +27.6% | +9.2% | +18.4% | +19.3% |
| 6M | +44.4% | +16.3% | +28.1% | +28.5% |
| YTD | +52.3% | +5.4% | +46.9% | +45.8% |
| 1Y | +30.4% | +7.6% | +22.8% | +22.7% |
| 3Y | +313.3% | +74.2% | +239.0% | +175.8% |
| 5Y | +810.0% | +66.1% | +743.9% | +528.8% |
| All | +3,847.4% | +254.4% | +3,593.0% | +1,654.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling