+285.1%
EQIX vs FICO
+535.6%
-250.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +2.3% | +9.4% | -7.1% | -0.5% |
| 3M | +1.1% | -30.4% | +31.5% | +7.2% |
| 6M | -1.1% | -35.1% | +34.0% | +4.7% |
| YTD | +39.1% | -56.8% | +95.9% | +62.7% |
| 1Y | +29.5% | -58.4% | +87.9% | +53.0% |
| 3Y | +45.8% | -26.7% | +72.5% | +35.0% |
| 5Y | +48.4% | +88.0% | -39.6% | -4.9% |
| 10Y | +285.1% | +545.7% | -260.7% | +65.8% |
| All | +285.1% | +535.6% | -250.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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