+244.0%
EQIX vs VMC
+156.6%
+87.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +0.2% | -3.8% | +3.9% | +1.1% |
| 30D | -2.5% | -9.7% | +7.2% | -0.1% |
| 3M | 0.0% | -9.6% | +9.6% | +2.1% |
| 6M | +7.6% | -4.8% | +12.5% | +8.3% |
| YTD | +37.5% | -10.9% | +48.4% | +40.3% |
| 1Y | +32.9% | -15.6% | +48.5% | +37.3% |
| 3Y | +42.8% | +19.3% | +23.4% | +35.0% |
| 5Y | +35.8% | +48.0% | -12.2% | +21.9% |
| All | +244.0% | +156.6% | +87.4% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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