+2,162.9%
EQIX vs VIG
+617.8%
+1,545.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.4% |
| 7D | +1.3% | -0.4% | +1.7% | +1.8% |
| 30D | +0.3% | -2.1% | +2.4% | +2.7% |
| 3M | -1.6% | +3.3% | -4.9% | -5.2% |
| 6M | +12.2% | +9.3% | +2.9% | +1.4% |
| YTD | +38.0% | +10.1% | +27.8% | +23.4% |
| 1Y | +38.9% | +14.7% | +24.2% | +18.6% |
| 3Y | +43.8% | +56.9% | -13.1% | -14.0% |
| 5Y | +30.4% | +62.9% | -32.6% | -25.1% |
| 10Y | +238.6% | +241.3% | -2.7% | -23.5% |
| All | +2,162.9% | +617.8% | +1,545.1% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling