+34.1%
EQIX vs BROS
+33.7%
+0.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.5% | -1.5% |
| 7D | -1.6% | -6.1% | +4.4% | -1.1% |
| 30D | -0.4% | -12.4% | +12.0% | +0.8% |
| 3M | -0.9% | -27.9% | +27.0% | +1.7% |
| 6M | +8.1% | -16.8% | +24.9% | +9.0% |
| YTD | +35.7% | -29.0% | +64.7% | +38.7% |
| 1Y | +34.0% | -33.2% | +67.2% | +37.4% |
| 3Y | +41.4% | +56.8% | -15.3% | +28.8% |
| All | +34.1% | +33.7% | +0.4% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling