+201.4%
B vs EQIX
+246.8%
-45.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +6.3% | -2.5% | +8.8% | +7.0% |
| 3M | +12.1% | 0.0% | +12.2% | +12.1% |
| 6M | -3.1% | +7.6% | -10.7% | -4.7% |
| YTD | +2.0% | +37.5% | -35.6% | -5.7% |
| 1Y | +51.7% | +32.9% | +18.8% | +41.3% |
| 3Y | +190.5% | +42.8% | +147.8% | +162.7% |
| 5Y | +158.0% | +35.8% | +122.1% | +131.7% |
| All | +201.4% | +246.8% | -45.4% | +102.5% |
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 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