+237.0%
EQIX vs VFC
+398.5%
-161.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -1.4% | -11.6% | +10.2% | +1.6% |
| 3M | -4.4% | -18.1% | +13.7% | -0.3% |
| 6M | +7.9% | -27.4% | +35.3% | +15.4% |
| YTD | +37.3% | -24.8% | +62.1% | +44.4% |
| 1Y | +37.8% | -8.2% | +46.0% | +35.3% |
| 3Y | +42.0% | -29.1% | +71.1% | +30.7% |
| 5Y | +29.6% | -79.2% | +108.8% | +76.4% |
| 10Y | +238.3% | -68.1% | +306.4% | +238.3% |
| All | +237.0% | +398.5% | -161.5% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling