+38.3%
EQIX vs BTDR
+23.3%
+15.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | +2.3% | +14.8% | -12.5% | +1.8% |
| 30D | +0.4% | +41.8% | -41.4% | -0.9% |
| 3M | -1.1% | -29.2% | +28.1% | -0.5% |
| 6M | +11.5% | +66.2% | -54.7% | +8.6% |
| YTD | +38.2% | +10.0% | +28.2% | +36.0% |
| 1Y | +36.7% | -11.0% | +47.6% | +34.5% |
| 3Y | +44.1% | +6.9% | +37.1% | +37.6% |
| 5Y | +34.8% | +24.7% | +10.2% | +21.8% |
| All | +38.3% | +23.3% | +15.0% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling