+1,934.0%
VRT vs EQIX
+177.6%
+1,756.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.6% |
| 7D | +10.5% | +4.1% | +6.4% | +8.3% |
| 30D | -9.3% | +5.8% | -15.1% | -11.6% |
| 3M | -29.6% | -1.4% | -28.2% | -28.6% |
| 6M | -45.4% | -1.2% | -44.1% | -44.8% |
| YTD | +24.8% | +39.6% | -14.8% | +4.2% |
| 1Y | +23.6% | +36.8% | -13.2% | +4.4% |
| 3Y | +379.7% | +47.3% | +332.4% | +293.6% |
| 5Y | +660.3% | +50.1% | +610.2% | +504.7% |
| All | +1,934.0% | +177.6% | +1,756.3% | +1,354.1% |
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