+237.0%
EQIX vs FE
+484.0%
-247.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | -1.4% | -1.2% | -0.3% | -1.0% |
| 3M | -4.4% | +3.5% | -7.9% | -5.9% |
| 6M | +7.9% | -6.1% | +14.0% | +10.4% |
| YTD | +37.3% | +7.6% | +29.7% | +32.9% |
| 1Y | +37.8% | +11.9% | +25.9% | +31.2% |
| 3Y | +42.0% | +48.4% | -6.5% | +19.1% |
| 5Y | +29.6% | +44.8% | -15.2% | +9.7% |
| 10Y | +238.3% | +115.9% | +122.4% | +134.0% |
| All | +237.0% | +484.0% | -247.0% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling