+313.3%
ANET vs XRT
+41.2%
+272.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +4.8% |
| 7D | +3.0% | -3.2% | +6.2% | +5.0% |
| 30D | -5.2% | -4.5% | -0.7% | -2.7% |
| 3M | +27.6% | -3.1% | +30.7% | +28.8% |
| 6M | +44.4% | +4.2% | +40.2% | +38.7% |
| YTD | +52.3% | -0.1% | +52.4% | +50.0% |
| 1Y | +30.4% | -3.0% | +33.5% | +30.9% |
| 3Y | +313.3% | +41.8% | +271.5% | +242.3% |
| All | +313.3% | +41.2% | +272.1% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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