+29.7%
EQIX vs FANG
+32.3%
-2.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +3.7% |
| 7D | +4.6% | -11.3% | +15.9% | +4.2% |
| 30D | +3.0% | -0.7% | +3.6% | +3.0% |
| 3M | +0.7% | -4.2% | +4.9% | +0.6% |
| 6M | -1.7% | -13.5% | +11.7% | -2.7% |
| YTD | +39.7% | +23.7% | +15.9% | +38.0% |
| 1Y | +29.7% | +34.3% | -4.6% | +22.9% |
| All | +29.7% | +32.3% | -2.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling