+425.5%
EQIX vs VTEB
+25.1%
+400.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.1% |
| 7D | -1.6% | -1.2% | -0.4% | -0.3% |
| 30D | -0.4% | -2.9% | +2.5% | +2.8% |
| 3M | -0.9% | -3.2% | +2.2% | +2.5% |
| 6M | +8.1% | -2.6% | +10.8% | +11.3% |
| YTD | +35.7% | -1.8% | +37.5% | +38.5% |
| 1Y | +34.0% | +0.2% | +33.7% | +33.8% |
| 3Y | +41.4% | +8.2% | +33.2% | +30.8% |
| 5Y | +34.0% | +0.8% | +33.2% | +30.6% |
| 10Y | +242.4% | +17.7% | +224.7% | +211.7% |
| All | +425.5% | +25.1% | +400.4% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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