+244.0%
EQIX vs FLR
+19.7%
+224.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.3% |
| 7D | +0.2% | -3.5% | +3.7% | +0.4% |
| 30D | -2.5% | +4.2% | -6.6% | -2.7% |
| 3M | 0.0% | +8.1% | -8.1% | -0.6% |
| 6M | +7.6% | +21.5% | -13.9% | +6.2% |
| YTD | +37.5% | +36.8% | +0.7% | +34.6% |
| 1Y | +32.9% | +31.2% | +1.7% | +30.3% |
| 3Y | +42.8% | +53.9% | -11.1% | +38.0% |
| 5Y | +35.8% | +243.0% | -207.2% | +28.6% |
| All | +244.0% | +19.7% | +224.2% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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