+5,537.2%
ANET vs XLP
+159.7%
+5,377.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | -1.8% | -0.9% | -0.9% | -1.4% |
| 3M | +16.7% | +3.8% | +12.9% | +12.3% |
| 6M | +43.7% | -1.7% | +45.5% | +43.2% |
| YTD | +47.9% | +10.3% | +37.6% | +34.7% |
| 1Y | +37.3% | +7.8% | +29.5% | +26.5% |
| 3Y | +292.7% | +27.2% | +265.5% | +206.5% |
| 5Y | +753.8% | +32.5% | +721.3% | +540.1% |
| 10Y | +3,730.1% | +101.8% | +3,628.3% | +1,962.0% |
| All | +5,537.2% | +159.7% | +5,377.6% | +2,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling