+3,462.5%
EQIX vs BG
+1,181.2%
+2,281.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +0.4% | +10.3% | -9.9% | -2.1% |
| 3M | -1.1% | -1.9% | +0.8% | -1.1% |
| 6M | +11.5% | +5.2% | +6.2% | +9.2% |
| YTD | +38.2% | +41.2% | -2.9% | +25.5% |
| 1Y | +36.7% | +50.5% | -13.9% | +21.4% |
| 3Y | +44.1% | +19.9% | +24.2% | +33.1% |
| 5Y | +34.8% | +86.7% | -51.9% | +7.4% |
| 10Y | +248.8% | +167.5% | +81.3% | +131.0% |
| All | +3,462.5% | +1,181.2% | +2,281.3% | +2,407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling