+414.3%
VUG vs EQIX
+246.8%
+167.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -1.0% | -2.5% | +1.5% | 0.0% |
| 3M | +3.5% | 0.0% | +3.6% | +3.0% |
| 6M | +14.2% | +7.6% | +6.5% | +10.0% |
| YTD | +8.5% | +37.5% | -29.0% | -6.6% |
| 1Y | +12.9% | +32.9% | -20.0% | -1.6% |
| 3Y | +85.6% | +42.8% | +42.9% | +53.0% |
| 5Y | +78.1% | +35.8% | +42.3% | +46.4% |
| All | +414.3% | +246.8% | +167.6% | +202.2% |
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