+3,847.4%
ANET vs XLRE
+89.0%
+3,758.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.8% |
| 30D | -5.2% | -2.4% | -2.8% | -3.8% |
| 3M | +27.6% | -2.5% | +30.1% | +28.7% |
| 6M | +44.4% | +4.0% | +40.4% | +38.9% |
| YTD | +52.3% | +9.3% | +43.0% | +41.6% |
| 1Y | +30.4% | +5.6% | +24.8% | +23.8% |
| 3Y | +313.3% | +31.3% | +282.0% | +229.9% |
| 5Y | +810.0% | +9.5% | +800.5% | +728.0% |
| All | +3,847.4% | +89.0% | +3,758.4% | +2,368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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