+64.1%
EQIX vs FGI
-66.3%
+130.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | +0.4% |
| 7D | +7.6% | +13.5% | -5.9% | +7.5% |
| 30D | +5.2% | +17.1% | -11.9% | +5.1% |
| 3M | +0.8% | +78.0% | -77.2% | 0.0% |
| 6M | +0.2% | +46.4% | -46.2% | -0.5% |
| YTD | +42.2% | +47.7% | -5.6% | +40.7% |
| 1Y | +34.7% | +56.8% | -22.1% | +33.2% |
| 3Y | +49.0% | +12.3% | +36.7% | +48.4% |
| All | +64.1% | -66.3% | +130.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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