+1,371.6%
EQIX vs VCLT
+103.3%
+1,268.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +0.3% | -0.6% | +0.9% | +0.5% |
| 3M | -1.6% | -2.2% | +0.7% | -0.7% |
| 6M | +12.2% | -2.9% | +15.1% | +13.4% |
| YTD | +38.0% | -2.1% | +40.0% | +39.1% |
| 1Y | +38.9% | -2.6% | +41.5% | +40.2% |
| 3Y | +43.8% | +12.5% | +31.3% | +38.3% |
| 5Y | +30.4% | -15.3% | +45.7% | +31.1% |
| 10Y | +238.6% | +16.6% | +222.0% | +246.4% |
| All | +1,371.6% | +103.3% | +1,268.3% | +1,986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling