-38.0%
VG vs EQIX
+15.0%
-53.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -2.5% | +1.3% | -3.8% | -3.1% |
| 30D | +11.1% | +0.3% | +10.7% | +10.9% |
| 3M | +14.9% | -1.6% | +16.4% | +15.3% |
| 6M | +18.4% | +12.2% | +6.2% | +8.0% |
| YTD | +116.6% | +38.0% | +78.6% | +60.1% |
| 1Y | +9.4% | +38.9% | -29.6% | -20.0% |
| All | -38.0% | +15.0% | -53.1% | -23.8% |
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