+42.8%
EQIX vs VIVK
-100.0%
+142.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.7% | +1.4% |
| 7D | +0.2% | -4.4% | +4.5% | +0.2% |
| 30D | -2.5% | -40.8% | +38.3% | -2.0% |
| 3M | 0.0% | -94.1% | +94.1% | +1.9% |
| 6M | +7.6% | -98.2% | +105.8% | +10.2% |
| YTD | +37.5% | -98.0% | +135.5% | +39.5% |
| 1Y | +32.9% | -100.0% | +132.9% | +38.5% |
| 3Y | +42.8% | -100.0% | +142.7% | +44.1% |
| All | +42.8% | -100.0% | +142.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling