+239.3%
EQIX vs BLDR
+372.1%
-132.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.2% |
| 7D | -1.6% | -8.1% | +6.5% | -0.4% |
| 30D | -0.4% | -21.5% | +21.1% | +3.3% |
| 3M | -0.9% | -21.0% | +20.0% | +2.0% |
| 6M | +8.1% | -37.1% | +45.2% | +14.9% |
| YTD | +35.7% | -42.7% | +78.4% | +45.7% |
| 1Y | +34.0% | -58.0% | +91.9% | +50.8% |
| 3Y | +41.4% | -57.8% | +99.3% | +54.4% |
| 5Y | +34.0% | +10.3% | +23.7% | +22.2% |
| All | +239.3% | +372.1% | -132.8% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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