+42.2%
EQIX vs BURL
-17.2%
+59.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | -0.1% | +4.1% | -4.2% | -0.7% |
| 30D | -1.8% | -9.5% | +7.6% | -0.4% |
| 3M | -3.4% | -33.5% | +30.2% | +2.6% |
| 6M | -6.0% | -22.1% | +16.1% | -3.0% |
| YTD | +34.2% | -14.6% | +48.8% | +36.0% |
| 1Y | +26.2% | -8.4% | +34.6% | +26.1% |
| 3Y | +41.7% | +86.6% | -44.9% | +23.1% |
| All | +42.2% | -17.2% | +59.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling