+761.9%
ANET vs XLP
+30.6%
+731.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | +3.7% | -2.9% | +6.6% | +4.2% |
| 30D | +0.7% | -2.2% | +3.0% | +1.1% |
| 3M | +26.8% | -0.6% | +27.4% | +26.2% |
| 6M | +40.7% | -2.2% | +42.8% | +40.6% |
| YTD | +47.2% | +8.3% | +39.0% | +40.6% |
| 1Y | +36.0% | +5.7% | +30.2% | +31.0% |
| 3Y | +292.8% | +25.7% | +267.1% | +225.1% |
| 5Y | +761.9% | +31.3% | +730.7% | +552.3% |
| All | +761.9% | +30.6% | +731.3% | +552.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling