+1,834.8%
EQIX vs VYM
+484.2%
+1,350.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -1.6% | -1.9% | +0.2% | +0.2% |
| 30D | -0.4% | -2.6% | +2.2% | +2.3% |
| 3M | -0.9% | +3.6% | -4.5% | -4.4% |
| 6M | +8.1% | +8.7% | -0.6% | -0.6% |
| YTD | +35.7% | +14.1% | +21.5% | +18.6% |
| 1Y | +34.0% | +17.8% | +16.1% | +13.4% |
| 3Y | +41.4% | +64.5% | -23.1% | -14.7% |
| 5Y | +34.0% | +77.5% | -43.5% | -25.0% |
| 10Y | +242.4% | +206.1% | +36.2% | -0.1% |
| All | +1,834.8% | +484.2% | +1,350.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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