+285.1%
EQIX vs BAX
-35.8%
+320.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +5.8% | +4.1% | +1.7% | +4.6% |
| 3M | -1.4% | -4.5% | +3.2% | -0.7% |
| 6M | -1.2% | +49.2% | -50.5% | -11.2% |
| YTD | +39.6% | +35.2% | +4.4% | +25.9% |
| 1Y | +36.8% | +38.3% | -1.4% | +22.4% |
| 3Y | +47.3% | -19.0% | +66.3% | +48.5% |
| 5Y | +50.1% | -64.2% | +114.3% | +104.2% |
| All | +285.1% | -35.8% | +320.9% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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