+229.4%
EQIX vs FE
+485.5%
-256.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -1.8% | +5.2% | -7.0% | -3.9% |
| 3M | -3.4% | 0.0% | -3.3% | -3.5% |
| 6M | -6.0% | +5.0% | -11.1% | -8.1% |
| YTD | +34.2% | +7.9% | +26.3% | +29.6% |
| 1Y | +26.2% | +6.3% | +19.9% | +22.6% |
| 3Y | +41.7% | +46.0% | -4.3% | +19.5% |
| 5Y | +43.1% | +45.6% | -2.6% | +20.7% |
| 10Y | +260.8% | +109.3% | +151.4% | +152.4% |
| All | +229.4% | +485.5% | -256.1% | +74.6% |
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 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