+285.1%
EQIX vs VT
+217.6%
+67.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +3.5% | -0.1% | +3.7% | +3.8% |
| 30D | +2.3% | -3.1% | +5.4% | +5.2% |
| 3M | +1.1% | -3.5% | +4.6% | +4.4% |
| 6M | -1.1% | +0.5% | -1.6% | -1.4% |
| YTD | +39.1% | +10.8% | +28.4% | +27.4% |
| 1Y | +29.5% | +11.9% | +17.6% | +17.5% |
| 3Y | +45.8% | +73.0% | -27.1% | -8.6% |
| 5Y | +48.4% | +58.6% | -10.2% | -0.6% |
| 10Y | +285.1% | +219.2% | +65.9% | +38.7% |
| All | +285.1% | +217.6% | +67.4% | +38.7% |
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