+29.3%
VCIT vs EQIX
+234.9%
-205.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | -0.8% | +0.3% | -1.1% | -0.8% |
| 3M | -0.5% | -1.6% | +1.0% | -0.5% |
| 6M | -1.4% | +12.2% | -13.6% | -2.3% |
| YTD | -0.8% | +38.0% | -38.8% | -3.2% |
| 1Y | +0.3% | +38.9% | -38.6% | -2.2% |
| 3Y | +19.2% | +43.8% | -24.6% | +15.4% |
| 5Y | +3.6% | +30.4% | -26.8% | -0.2% |
| 10Y | +29.3% | +238.6% | -209.3% | +19.2% |
| All | +29.3% | +234.9% | -205.6% | +19.2% |
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