+372.7%
EQIX vs P
+485.4%
-112.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -0.8% | +6.5% | -7.3% | -1.6% |
| 30D | -1.4% | +18.8% | -20.3% | -3.9% |
| 3M | -4.4% | +26.7% | -31.2% | -8.0% |
| 6M | +7.9% | +62.2% | -54.2% | 0.0% |
| YTD | +37.3% | +48.5% | -11.2% | +27.8% |
| 1Y | +37.8% | +26.4% | +11.4% | +29.5% |
| 3Y | +42.0% | +159.4% | -117.4% | +15.4% |
| 5Y | +29.6% | +275.8% | -246.2% | -1.9% |
| 10Y | +238.3% | +732.0% | -493.7% | +128.8% |
| All | +372.7% | +485.4% | -112.6% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling