+244.0%
EQIX vs FDS
+64.8%
+179.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +0.2% | -14.0% | +14.2% | +5.1% |
| 30D | -2.5% | -6.2% | +3.7% | -0.8% |
| 3M | 0.0% | +10.2% | -10.2% | -5.0% |
| 6M | +7.6% | +27.4% | -19.8% | -4.9% |
| YTD | +37.5% | -9.3% | +46.8% | +37.8% |
| 1Y | +32.9% | -28.6% | +61.6% | +46.3% |
| 3Y | +42.8% | -36.8% | +79.6% | +63.2% |
| 5Y | +35.8% | -28.6% | +64.4% | +46.5% |
| All | +244.0% | +64.8% | +179.1% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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