+402.8%
VUG vs EQIX
+293.0%
+109.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +2.5% | +4.1% | -1.5% | +0.8% |
| 30D | -6.3% | +5.8% | -12.1% | -8.5% |
| 3M | -6.0% | -1.4% | -4.6% | -5.7% |
| 6M | -3.5% | -1.2% | -2.3% | -3.7% |
| YTD | +3.9% | +39.6% | -35.7% | -11.3% |
| 1Y | +5.1% | +36.8% | -31.7% | -9.6% |
| 3Y | +77.9% | +47.3% | +30.6% | +44.3% |
| 5Y | +62.4% | +50.1% | +12.3% | +27.7% |
| All | +402.8% | +293.0% | +109.9% | +187.2% |
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