+285.1%
EQIX vs FE
+110.9%
+174.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +2.3% | +4.3% | -2.0% | +0.4% |
| 3M | +1.1% | +0.4% | +0.7% | +0.8% |
| 6M | -1.1% | +6.9% | -8.1% | -4.1% |
| YTD | +39.1% | +8.0% | +31.1% | +34.1% |
| 1Y | +29.5% | +4.8% | +24.7% | +26.4% |
| 3Y | +45.8% | +49.0% | -3.1% | +20.8% |
| 5Y | +48.4% | +46.2% | +2.2% | +24.0% |
| 10Y | +285.1% | +120.9% | +164.2% | +190.6% |
| All | +285.1% | +110.9% | +174.2% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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