+298.6%
EQIX vs VT
+224.4%
+74.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +2.0% |
| 30D | +3.4% | -1.7% | +5.2% | +5.2% |
| 3M | +3.9% | -2.3% | +6.3% | +6.2% |
| 6M | -0.7% | +1.5% | -2.2% | -1.9% |
| YTD | +41.5% | +12.0% | +29.5% | +28.4% |
| 1Y | +32.9% | +12.9% | +20.0% | +19.8% |
| 3Y | +48.3% | +74.9% | -26.6% | -7.8% |
| 5Y | +52.3% | +59.9% | -7.6% | +1.3% |
| 10Y | +298.6% | +224.6% | +74.0% | +45.5% |
| All | +298.6% | +224.4% | +74.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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