+31.1%
EQIX vs FIGR
+1.6%
+29.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.8% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -0.4% | +31.4% | -31.7% | -0.8% |
| 3M | -0.9% | +30.3% | -31.2% | -1.5% |
| 6M | +8.1% | -7.6% | +15.8% | +8.0% |
| YTD | +35.7% | -10.5% | +46.1% | +35.7% |
| All | +31.1% | +1.6% | +29.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling