+244.0%
EQIX vs VIG
+250.0%
-6.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.7% |
| 7D | +0.2% | -1.1% | +1.2% | +1.2% |
| 30D | -2.5% | -2.7% | +0.3% | 0.0% |
| 3M | 0.0% | +2.5% | -2.6% | -2.4% |
| 6M | +7.6% | +9.2% | -1.6% | -0.9% |
| YTD | +37.5% | +9.8% | +27.7% | +25.9% |
| 1Y | +32.9% | +12.4% | +20.5% | +19.0% |
| 3Y | +42.8% | +55.9% | -13.1% | -5.5% |
| 5Y | +35.8% | +63.9% | -28.1% | -13.6% |
| All | +244.0% | +250.0% | -6.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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