+23.4%
BA vs EQIX
+300.0%
-276.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | -0.6% | +7.6% | -8.1% | -3.3% |
| 30D | -8.0% | +5.2% | -13.2% | -10.0% |
| 3M | -25.8% | +0.8% | -26.6% | -26.4% |
| 6M | -27.6% | +0.2% | -27.8% | -28.2% |
| YTD | -21.0% | +42.2% | -63.1% | -31.9% |
| 1Y | -12.3% | +34.7% | -47.0% | -22.8% |
| 3Y | -12.8% | +49.0% | -61.8% | -28.1% |
| 5Y | -22.4% | +52.8% | -75.2% | -38.1% |
| All | +23.4% | +300.0% | -276.7% | -26.6% |
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