+45.9%
EQIX vs BROS
-43.5%
+89.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.5% |
| 7D | +4.1% | +6.3% | -2.3% | +3.3% |
| 30D | +5.8% | -8.3% | +14.2% | +6.6% |
| 3M | -1.4% | -29.8% | +28.4% | +2.0% |
| 6M | -1.2% | -25.8% | +24.6% | +0.9% |
| YTD | +39.6% | -41.4% | +81.0% | +45.7% |
| 1Y | +36.8% | -35.2% | +72.0% | +40.8% |
| 3Y | +47.3% | +32.8% | +14.5% | +32.8% |
| All | +45.9% | -43.5% | +89.4% | +40.8% |
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