+34.0%
EQIX vs VCLT
-17.3%
+51.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -0.9% |
| 7D | -1.6% | -1.3% | -0.3% | -0.6% |
| 30D | -0.4% | -1.1% | +0.8% | +0.5% |
| 3M | -0.9% | -3.7% | +2.8% | +2.0% |
| 6M | +8.1% | -4.0% | +12.1% | +11.5% |
| YTD | +35.7% | -3.4% | +39.1% | +39.3% |
| 1Y | +34.0% | -4.1% | +38.1% | +38.3% |
| 3Y | +41.4% | +11.0% | +30.4% | +29.3% |
| 5Y | +34.0% | -17.0% | +51.0% | +37.0% |
| All | +34.0% | -17.3% | +51.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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