+248.8%
EQIX vs P
+694.3%
-445.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | +2.3% | +5.0% | -2.7% | +1.6% |
| 30D | +0.4% | -0.9% | +1.4% | +0.3% |
| 3M | -1.1% | +38.7% | -39.8% | -6.3% |
| 6M | +11.5% | +54.4% | -42.9% | +3.2% |
| YTD | +38.2% | +44.8% | -6.6% | +28.2% |
| 1Y | +36.7% | +22.5% | +14.1% | +28.2% |
| 3Y | +44.1% | +148.2% | -104.2% | +15.0% |
| 5Y | +34.8% | +268.9% | -234.1% | -1.4% |
| 10Y | +248.8% | +696.9% | -448.1% | +122.7% |
| All | +248.8% | +694.3% | -445.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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