+120.2%
BKR vs EQIX
+246.8%
-126.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -7.0% | +0.2% | -7.2% | -7.0% |
| 30D | -8.1% | -2.5% | -5.6% | -7.6% |
| 3M | -6.6% | 0.0% | -6.6% | -6.8% |
| 6M | +0.9% | +7.6% | -6.8% | -1.3% |
| YTD | +31.1% | +37.5% | -6.4% | +20.2% |
| 1Y | +27.7% | +32.9% | -5.2% | +17.9% |
| 3Y | +71.2% | +42.8% | +28.5% | +53.2% |
| 5Y | +177.6% | +35.8% | +141.8% | +146.5% |
| All | +120.2% | +246.8% | -126.6% | +51.0% |
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