+34.8%
EQIX vs VSH
+67.3%
-32.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.3% | +3.5% | -1.2% | +1.7% |
| 30D | +0.4% | -4.4% | +4.8% | +1.2% |
| 3M | -1.1% | -45.8% | +44.7% | +8.9% |
| 6M | +11.5% | +90.1% | -78.7% | -7.7% |
| YTD | +38.2% | +120.3% | -82.1% | +9.5% |
| 1Y | +36.7% | +112.2% | -75.6% | +8.4% |
| 3Y | +44.1% | +36.6% | +7.5% | +25.0% |
| 5Y | +34.8% | +67.0% | -32.2% | +3.4% |
| All | +34.8% | +67.3% | -32.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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