+3,847.4%
ANET vs XYL
+150.5%
+3,696.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.3% |
| 30D | -5.2% | -11.9% | +6.8% | +1.7% |
| 3M | +27.6% | -1.5% | +29.2% | +27.9% |
| 6M | +44.4% | -11.9% | +56.3% | +53.6% |
| YTD | +52.3% | -20.6% | +72.9% | +70.7% |
| 1Y | +30.4% | -23.5% | +53.9% | +49.4% |
| 3Y | +313.3% | +14.9% | +298.4% | +278.3% |
| 5Y | +810.0% | -15.3% | +825.3% | +845.8% |
| All | +3,847.4% | +150.5% | +3,696.9% | +2,233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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