+34.8%
EQIX vs VFC
-78.7%
+113.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +2.3% | -2.3% | +4.7% | +2.6% |
| 30D | +0.4% | -13.4% | +13.8% | +2.3% |
| 3M | -1.1% | -23.7% | +22.6% | +1.9% |
| 6M | +11.5% | -24.5% | +35.9% | +14.7% |
| YTD | +38.2% | -27.8% | +66.1% | +42.5% |
| 1Y | +36.7% | -13.5% | +50.1% | +36.7% |
| 3Y | +44.1% | -27.1% | +71.2% | +39.1% |
| 5Y | +34.8% | -79.0% | +113.9% | +79.0% |
| All | +34.8% | -78.7% | +113.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling