+244.0%
EQIX vs VFC
-69.1%
+313.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.7% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | -2.5% | -9.0% | +6.5% | -1.2% |
| 3M | 0.0% | -24.2% | +24.1% | +3.5% |
| 6M | +7.6% | -18.5% | +26.1% | +9.9% |
| YTD | +37.5% | -25.9% | +63.4% | +41.8% |
| 1Y | +32.9% | -13.0% | +45.9% | +32.9% |
| 3Y | +42.8% | -20.3% | +63.1% | +34.7% |
| 5Y | +35.8% | -78.1% | +113.9% | +63.1% |
| All | +244.0% | -69.1% | +313.0% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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