+248.8%
EQIX vs M
-7.1%
+255.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.4% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | +0.4% | -13.6% | +14.1% | +1.3% |
| 3M | -1.1% | -2.3% | +1.2% | -1.1% |
| 6M | +11.5% | +21.9% | -10.4% | +9.8% |
| YTD | +38.2% | -0.6% | +38.8% | +37.8% |
| 1Y | +36.7% | +29.7% | +6.9% | +33.8% |
| 3Y | +44.1% | +107.3% | -63.2% | +35.5% |
| 5Y | +34.8% | +20.5% | +14.4% | +29.2% |
| 10Y | +248.8% | -6.1% | +254.9% | +195.3% |
| All | +248.8% | -7.1% | +255.9% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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