+297.5%
VST vs EQIX
+47.5%
+250.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +4.5% |
| 7D | -0.5% | +6.1% | -6.6% | -4.7% |
| 30D | -17.1% | +2.8% | -19.8% | -18.7% |
| 3M | -4.6% | +1.6% | -6.2% | -5.7% |
| 6M | -9.1% | -0.7% | -8.4% | -8.8% |
| YTD | -16.6% | +39.7% | -56.4% | -34.2% |
| 1Y | -29.5% | +30.6% | -60.1% | -41.7% |
| 3Y | +297.5% | +48.4% | +249.1% | +212.5% |
| All | +297.5% | +47.5% | +250.1% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling