+5,706.3%
ANET vs XLF
+289.5%
+5,416.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.1% |
| 7D | +3.0% | -1.5% | +4.5% | +4.2% |
| 30D | -5.2% | -1.2% | -4.0% | -4.4% |
| 3M | +27.6% | +9.2% | +18.4% | +19.1% |
| 6M | +44.4% | +16.3% | +28.1% | +28.2% |
| YTD | +52.3% | +5.4% | +46.9% | +45.7% |
| 1Y | +30.4% | +7.6% | +22.8% | +22.5% |
| 3Y | +313.3% | +74.2% | +239.0% | +172.5% |
| 5Y | +810.0% | +66.1% | +743.9% | +522.2% |
| 10Y | +3,903.8% | +252.8% | +3,651.0% | +1,351.7% |
| All | +5,706.3% | +289.5% | +5,416.8% | +1,784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling