+3,494.0%
ANET vs XLP
+139.1%
+3,355.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.3% |
| 7D | +15.5% | +2.5% | +13.0% | +13.9% |
| 30D | +1.0% | +7.3% | -6.4% | -3.6% |
| 3M | -3.1% | +8.1% | -11.2% | -8.2% |
| 6M | +40.2% | +10.5% | +29.7% | +29.3% |
| YTD | +50.6% | +21.2% | +29.4% | +28.6% |
| 1Y | +51.4% | +22.7% | +28.7% | +27.9% |
| 3Y | +275.3% | +44.8% | +230.5% | +164.1% |
| 5Y | +500.3% | +44.7% | +455.6% | +319.1% |
| All | +3,494.0% | +139.1% | +3,355.0% | +1,692.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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