+228.7%
VTV vs EQIX
+246.8%
-18.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -1.0% | -2.5% | +1.5% | -0.4% |
| 3M | +4.6% | 0.0% | +4.7% | +4.3% |
| 6M | +13.5% | +7.6% | +5.9% | +10.7% |
| YTD | +18.5% | +37.5% | -19.0% | +7.1% |
| 1Y | +22.9% | +32.9% | -10.0% | +12.0% |
| 3Y | +67.8% | +42.8% | +25.1% | +47.0% |
| 5Y | +81.8% | +35.8% | +46.0% | +58.3% |
| All | +228.7% | +246.8% | -18.1% | +119.9% |
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