+484.0%
V vs EQIX
+293.0%
+191.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +0.9% | +4.1% | -3.1% | -0.5% |
| 30D | +9.0% | +5.8% | +3.2% | +6.6% |
| 3M | +16.7% | -1.4% | +18.1% | +16.7% |
| 6M | +33.4% | -1.2% | +34.6% | +32.7% |
| YTD | +22.4% | +39.6% | -17.3% | +6.4% |
| 1Y | +27.7% | +36.8% | -9.2% | +11.8% |
| 3Y | +78.0% | +47.3% | +30.7% | +47.9% |
| 5Y | +108.5% | +50.1% | +58.4% | +67.5% |
| All | +484.0% | +293.0% | +191.0% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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