+242.8%
EQIX vs VSH
+40.1%
+202.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.4% |
| 7D | +4.1% | +14.3% | -10.3% | -0.7% |
| 30D | +5.8% | -7.9% | +13.7% | +7.3% |
| 3M | -1.4% | -19.9% | +18.5% | +3.6% |
| 6M | -1.2% | -30.5% | +29.3% | +3.6% |
| YTD | +39.6% | +85.7% | -46.0% | +2.6% |
| 1Y | +36.8% | +98.9% | -62.1% | -2.2% |
| 3Y | +47.3% | +32.1% | +15.2% | +12.7% |
| 5Y | +50.1% | +39.7% | +10.5% | +10.1% |
| 10Y | +293.3% | +117.6% | +175.7% | +113.8% |
| All | +242.8% | +40.1% | +202.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling