+34.8%
EQIX vs VMC
+48.3%
-13.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +1.5% |
| 7D | +2.3% | -5.3% | +7.7% | +4.6% |
| 30D | +0.4% | -12.3% | +12.7% | +5.8% |
| 3M | -1.1% | -10.3% | +9.2% | +2.6% |
| 6M | +11.5% | -8.6% | +20.0% | +14.2% |
| YTD | +38.2% | -11.9% | +50.1% | +43.0% |
| 1Y | +36.7% | -13.9% | +50.6% | +42.6% |
| 3Y | +44.1% | +18.2% | +25.9% | +25.7% |
| 5Y | +34.8% | +47.7% | -12.9% | +2.9% |
| All | +34.8% | +48.3% | -13.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling