+48.4%
EQIX vs BURL
+95.8%
-47.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +3.5% |
| 7D | +6.1% | +7.7% | -1.6% | +5.1% |
| 30D | +2.8% | -7.1% | +9.9% | +3.7% |
| 3M | +1.6% | -30.3% | +31.9% | +6.3% |
| 6M | -0.7% | -15.5% | +14.9% | +0.8% |
| YTD | +39.7% | -11.0% | +50.7% | +40.3% |
| 1Y | +30.6% | -8.4% | +39.0% | +30.2% |
| 3Y | +48.4% | +96.7% | -48.2% | +36.3% |
| All | +48.4% | +95.8% | -47.4% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling