+232.5%
EQIX vs BURL
+215.5%
+17.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | -1.4% | -28.2% | +26.7% | +3.1% |
| 3M | -4.4% | -17.6% | +13.2% | -2.1% |
| 6M | +7.9% | -11.8% | +19.7% | +9.2% |
| YTD | +37.3% | -8.1% | +45.4% | +37.8% |
| 1Y | +37.8% | -12.0% | +49.7% | +38.6% |
| 3Y | +42.0% | +63.3% | -21.3% | +28.4% |
| 5Y | +29.6% | -10.8% | +40.4% | +22.7% |
| All | +232.5% | +215.5% | +17.0% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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