+291.3%
ANET vs XLP
+25.6%
+265.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -1.3% | -2.5% | +1.3% | -2.4% |
| 30D | -4.5% | -1.9% | -2.6% | -5.2% |
| 3M | +24.5% | -2.1% | +26.7% | +24.0% |
| 6M | +35.4% | -1.8% | +37.2% | +35.0% |
| YTD | +44.2% | +8.3% | +35.9% | +46.9% |
| 1Y | +25.4% | +6.8% | +18.6% | +27.7% |
| All | +291.3% | +25.6% | +265.8% | +281.7% |
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