+275.3%
ANET vs XLP
+45.4%
+229.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -3.7% |
| 7D | +15.5% | +2.5% | +13.0% | +17.2% |
| 30D | +1.0% | +7.3% | -6.4% | +5.5% |
| 3M | -3.1% | +8.1% | -11.2% | +2.0% |
| 6M | +40.2% | +10.5% | +29.7% | +50.1% |
| YTD | +50.6% | +21.2% | +29.4% | +64.8% |
| 1Y | +51.4% | +22.7% | +28.7% | +66.2% |
| 3Y | +275.3% | +44.8% | +230.5% | +303.7% |
| All | +275.3% | +45.4% | +229.9% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling