+285.1%
EQIX vs FDS
+127.7%
+157.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.1% | +1.5% | +2.6% | +3.6% |
| 30D | +5.8% | +14.8% | -9.0% | +0.9% |
| 3M | -1.4% | +16.3% | -17.7% | -7.1% |
| 6M | -1.2% | +66.2% | -67.5% | -19.8% |
| YTD | +39.6% | +16.2% | +23.4% | +28.2% |
| 1Y | +36.8% | +21.8% | +15.0% | +22.7% |
| 3Y | +47.3% | -23.9% | +71.1% | +59.0% |
| 5Y | +50.1% | -23.1% | +73.2% | +59.7% |
| All | +285.1% | +127.7% | +157.4% | +193.6% |
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