+36.3%
EQIX vs BTSG
+416.6%
-380.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +2.0% |
| 30D | +0.4% | +0.9% | -0.4% | +0.3% |
| 3M | -1.1% | +1.6% | -2.7% | -1.4% |
| 6M | +11.5% | +46.8% | -35.3% | +6.6% |
| YTD | +38.2% | +65.5% | -27.3% | +30.0% |
| 1Y | +36.7% | +136.2% | -99.6% | +22.2% |
| All | +36.3% | +416.6% | -380.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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