+292.0%
EQIX vs FE
+123.7%
+168.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | +5.2% | +3.9% | +1.4% | +3.5% |
| 3M | +0.8% | -0.1% | +0.9% | +0.7% |
| 6M | +0.2% | +6.1% | -5.8% | -2.5% |
| YTD | +42.2% | +8.1% | +34.1% | +37.0% |
| 1Y | +34.7% | +4.4% | +30.3% | +31.7% |
| 3Y | +49.0% | +49.0% | 0.0% | +23.4% |
| 5Y | +52.8% | +46.1% | +6.7% | +27.7% |
| All | +292.0% | +123.7% | +168.3% | +196.9% |
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