+285.1%
EQIX vs VFC
-48.6%
+333.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.2% |
| 7D | +4.1% | +1.6% | +2.4% | +3.8% |
| 30D | +5.8% | +25.5% | -19.7% | +2.4% |
| 3M | -1.4% | +41.3% | -42.7% | -6.4% |
| 6M | -1.2% | +22.2% | -23.4% | -4.7% |
| YTD | +39.6% | +16.4% | +23.2% | +34.8% |
| 1Y | +36.8% | +38.4% | -1.6% | +28.3% |
| 3Y | +47.3% | +56.2% | -9.0% | +25.8% |
| 5Y | +50.1% | -68.2% | +118.3% | +71.6% |
| All | +285.1% | -48.6% | +333.7% | +283.8% |
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