+823.7%
EQIX vs FLR
+609.6%
+214.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.3% | +0.7% | +0.7% | +1.2% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -1.6% | +14.3% | -15.9% | -5.1% |
| 6M | +12.2% | +25.6% | -13.4% | +5.2% |
| YTD | +38.0% | +42.9% | -4.9% | +25.3% |
| 1Y | +38.9% | +38.7% | +0.2% | +26.3% |
| 3Y | +43.8% | +61.8% | -17.9% | +21.2% |
| 5Y | +30.4% | +254.1% | -223.7% | -11.2% |
| 10Y | +238.6% | +20.0% | +218.6% | +144.4% |
| All | +823.7% | +609.6% | +214.1% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling