+248.2%
EQIX vs ACWI
+228.5%
+19.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +1.3% | +1.1% | +0.3% | +0.4% |
| 30D | +0.3% | -0.2% | +0.5% | +0.5% |
| 3M | -1.6% | +4.7% | -6.2% | -5.4% |
| 6M | +12.2% | +14.5% | -2.3% | -0.2% |
| YTD | +38.0% | +14.6% | +23.4% | +22.3% |
| 1Y | +38.9% | +21.4% | +17.5% | +17.1% |
| 3Y | +43.8% | +77.6% | -33.8% | -12.6% |
| 5Y | +30.4% | +68.1% | -37.7% | -17.5% |
| All | +248.2% | +228.5% | +19.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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