+3,847.4%
ANET vs XLI
+260.4%
+3,587.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +4.5% |
| 7D | +3.0% | -1.7% | +4.7% | +4.8% |
| 30D | -5.2% | -7.3% | +2.1% | +2.4% |
| 3M | +27.6% | -1.3% | +29.0% | +30.4% |
| 6M | +44.4% | +2.2% | +42.2% | +41.8% |
| YTD | +52.3% | +11.7% | +40.6% | +36.8% |
| 1Y | +30.4% | +14.3% | +16.2% | +14.7% |
| 3Y | +313.3% | +70.3% | +242.9% | +156.4% |
| 5Y | +810.0% | +82.3% | +727.7% | +435.6% |
| All | +3,847.4% | +260.4% | +3,587.0% | +1,163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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