+56.8%
EQIX vs VLTO
+56.4%
+0.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.1% | +1.0% | +3.1% | +3.9% |
| 30D | +5.8% | +17.5% | -11.7% | +3.0% |
| 3M | -1.4% | +21.4% | -22.8% | -4.6% |
| 6M | -1.2% | +38.1% | -39.4% | -7.5% |
| YTD | +39.6% | +19.0% | +20.6% | +35.5% |
| 1Y | +36.8% | +20.7% | +16.2% | +32.0% |
| 3Y | +47.3% | +64.3% | -17.0% | +32.7% |
| All | +56.8% | +56.4% | +0.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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