+43.5%
EQIX vs BROS
+62.9%
-19.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +2.3% | -6.6% | +8.9% | +2.8% |
| 30D | +0.4% | -12.3% | +12.8% | +1.3% |
| 3M | -1.1% | -22.2% | +21.1% | +0.2% |
| 6M | +11.5% | -14.3% | +25.7% | +11.8% |
| YTD | +38.2% | -26.6% | +64.8% | +40.1% |
| 1Y | +36.7% | -31.5% | +68.2% | +39.1% |
| All | +43.5% | +62.9% | -19.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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