+37.6%
EQIX vs BTDR
+19.6%
+18.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.2% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | -2.5% | +32.6% | -35.1% | -3.6% |
| 3M | 0.0% | -32.2% | +32.2% | +0.7% |
| 6M | +7.6% | +52.4% | -44.7% | +5.2% |
| YTD | +37.5% | +6.7% | +30.8% | +35.4% |
| 1Y | +32.9% | -15.2% | +48.1% | +31.0% |
| 3Y | +42.8% | +14.9% | +27.9% | +36.3% |
| 5Y | +35.8% | +20.8% | +15.0% | +23.0% |
| All | +37.6% | +19.6% | +18.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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