+42.8%
EQIX vs BRO
-7.6%
+50.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.2% | -7.3% | +7.5% | +1.2% |
| 30D | -2.5% | -6.9% | +4.4% | -1.6% |
| 3M | 0.0% | +10.7% | -10.7% | -3.0% |
| 6M | +7.6% | -2.7% | +10.3% | +7.7% |
| YTD | +37.5% | -16.3% | +53.8% | +42.5% |
| 1Y | +32.9% | -29.1% | +62.0% | +44.2% |
| 3Y | +42.8% | -7.8% | +50.6% | +40.8% |
| All | +42.8% | -7.6% | +50.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling