+292.0%
EQIX vs FDS
+127.0%
+165.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | +7.6% | -2.6% | +10.1% | +8.4% |
| 30D | +5.2% | +14.1% | -8.8% | +0.6% |
| 3M | +0.8% | +19.8% | -19.0% | -5.9% |
| 6M | +0.2% | +55.0% | -54.7% | -16.5% |
| YTD | +42.2% | +15.9% | +26.3% | +30.7% |
| 1Y | +34.7% | +24.2% | +10.5% | +19.7% |
| 3Y | +49.0% | -24.0% | +73.0% | +61.0% |
| 5Y | +52.8% | -23.3% | +76.2% | +62.7% |
| All | +292.0% | +127.0% | +165.0% | +199.2% |
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