+58.5%
EQIX vs FGI
-70.4%
+128.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -1.4% | +65.4% | -66.8% | -2.1% |
| 3M | -4.4% | +23.5% | -27.9% | -5.0% |
| 6M | +7.9% | +60.5% | -52.6% | +6.9% |
| YTD | +37.3% | +30.0% | +7.3% | +36.0% |
| 1Y | +37.8% | +82.1% | -44.3% | +36.2% |
| 3Y | +42.0% | -4.4% | +46.4% | +41.8% |
| All | +58.5% | -70.4% | +128.8% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling