+40.8%
EQIX vs BTDR
+0.6%
+40.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.6% | -1.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.5% |
| 30D | -0.4% | +32.7% | -33.0% | -1.6% |
| 3M | -0.9% | -28.4% | +27.5% | -0.3% |
| 6M | +8.1% | +51.7% | -43.6% | +5.4% |
| YTD | +35.7% | +2.9% | +32.8% | +33.5% |
| 1Y | +34.0% | -15.5% | +49.4% | +31.7% |
| All | +40.8% | +0.6% | +40.2% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling