+267.7%
EQIX vs FN
+837.6%
-569.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.9% | -7.7% | +2.4% |
| 7D | +6.1% | +16.3% | -10.2% | +3.5% |
| 30D | +2.8% | -24.7% | +27.5% | +6.3% |
| 3M | +1.6% | -34.9% | +36.6% | +6.6% |
| 6M | -0.7% | -41.1% | +40.4% | +4.3% |
| YTD | +39.7% | -19.6% | +59.4% | +38.1% |
| 1Y | +30.6% | -18.5% | +49.1% | +28.3% |
| 3Y | +48.4% | +119.1% | -70.7% | +18.1% |
| 5Y | +46.0% | +206.9% | -160.9% | +6.5% |
| 10Y | +267.7% | +826.4% | -558.8% | +128.4% |
| All | +267.7% | +837.6% | -569.9% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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