+267.7%
EQIX vs FICO
+544.0%
-276.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.5% |
| 7D | +6.1% | -0.1% | +6.2% | +6.1% |
| 30D | +2.8% | +8.4% | -5.6% | +0.1% |
| 3M | +1.6% | -30.5% | +32.1% | +7.8% |
| 6M | -0.7% | -35.7% | +35.0% | +5.3% |
| YTD | +39.7% | -57.2% | +96.9% | +63.8% |
| 1Y | +30.6% | -58.4% | +89.0% | +54.2% |
| 3Y | +48.4% | -24.8% | +73.3% | +36.0% |
| 5Y | +46.0% | +79.3% | -33.2% | -5.1% |
| 10Y | +267.7% | +531.6% | -264.0% | +54.3% |
| All | +267.7% | +544.0% | -276.3% | +54.3% |
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