+404.6%
VIAV vs EQIX
+246.8%
+157.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.1% |
| 7D | +11.2% | +0.2% | +11.0% | +11.2% |
| 30D | -10.1% | -2.5% | -7.6% | -9.1% |
| 3M | -22.9% | 0.0% | -22.8% | -22.7% |
| 6M | +28.8% | +7.6% | +21.1% | +26.0% |
| YTD | +117.5% | +37.5% | +79.9% | +93.5% |
| 1Y | +216.1% | +32.9% | +183.2% | +185.6% |
| 3Y | +292.2% | +42.8% | +249.5% | +239.6% |
| 5Y | +141.0% | +35.8% | +105.2% | +107.9% |
| All | +404.6% | +246.8% | +157.8% | +227.6% |
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