+392.7%
BAC vs EQIX
+248.5%
+144.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.6% | +2.3% | -1.7% | -0.1% |
| 30D | -1.4% | +0.4% | -1.8% | -1.6% |
| 3M | +15.7% | -1.1% | +16.9% | +15.8% |
| 6M | +32.2% | +11.5% | +20.7% | +27.6% |
| YTD | +15.8% | +38.2% | -22.4% | +4.3% |
| 1Y | +27.3% | +36.7% | -9.4% | +14.9% |
| 3Y | +137.5% | +44.1% | +93.4% | +108.1% |
| 5Y | +73.1% | +34.8% | +38.2% | +51.0% |
| All | +392.7% | +248.5% | +144.2% | +260.7% |
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