+285.1%
EQIX vs M
-7.1%
+292.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +4.1% | +7.0% | -3.0% | +3.6% |
| 30D | +5.8% | +8.9% | -3.1% | +5.2% |
| 3M | -1.4% | +4.5% | -5.9% | -1.8% |
| 6M | -1.2% | +36.2% | -37.4% | -3.4% |
| YTD | +39.6% | +15.1% | +24.5% | +37.8% |
| 1Y | +36.8% | +27.4% | +9.4% | +34.1% |
| 3Y | +47.3% | +160.1% | -112.9% | +36.6% |
| 5Y | +50.1% | -1.6% | +51.7% | +43.7% |
| All | +285.1% | -7.1% | +292.2% | +233.6% |
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