+64.4%
VZ vs EQIX
+240.6%
-176.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.0% | +2.3% | -3.3% | -1.4% |
| 30D | +5.8% | +0.4% | +5.3% | +5.6% |
| 3M | +10.5% | -1.1% | +11.6% | +10.6% |
| 6M | +1.8% | +11.5% | -9.7% | -0.4% |
| YTD | +28.3% | +38.2% | -10.0% | +20.5% |
| 1Y | +22.0% | +36.7% | -14.7% | +14.6% |
| 3Y | +81.8% | +44.1% | +37.8% | +66.6% |
| 5Y | +25.3% | +34.8% | -9.5% | +14.6% |
| 10Y | +64.4% | +248.8% | -184.4% | +18.8% |
| All | +64.4% | +240.6% | -176.2% | +18.8% |
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