+224.4%
EQIX vs FICO
+5,021.7%
-4,797.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | -4.8% | +1.7% | -6.5% | -6.4% |
| 3M | -5.1% | -35.2% | +30.1% | +4.8% |
| 6M | -6.6% | -33.7% | +27.0% | -0.3% |
| YTD | +32.2% | -58.2% | +90.3% | +61.8% |
| 1Y | +23.9% | -56.6% | +80.5% | +49.3% |
| 3Y | +37.9% | -24.0% | +61.9% | +26.8% |
| 5Y | +40.9% | +86.1% | -45.2% | -11.7% |
| 10Y | +255.3% | +522.8% | -267.5% | +28.2% |
| All | +224.4% | +5,021.7% | -4,797.3% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling