+237.0%
EQIX vs FDS
+1,621.8%
-1,384.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.0% |
| 7D | -0.8% | -1.9% | +1.1% | 0.0% |
| 30D | -1.4% | +9.0% | -10.5% | -5.4% |
| 3M | -4.4% | +18.9% | -23.3% | -13.0% |
| 6M | +7.9% | +35.1% | -27.2% | -9.0% |
| YTD | +37.3% | +5.5% | +31.8% | +27.4% |
| 1Y | +37.8% | -16.8% | +54.6% | +40.6% |
| 3Y | +42.0% | -28.1% | +70.0% | +52.6% |
| 5Y | +29.6% | -17.4% | +47.1% | +30.0% |
| 10Y | +238.3% | +85.4% | +152.9% | +122.5% |
| All | +237.0% | +1,621.8% | -1,384.8% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling