+381.2%
EQIX vs P
+504.9%
-123.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +3.3% |
| 7D | +6.1% | -9.6% | +15.7% | +7.4% |
| 30D | +2.8% | -33.4% | +36.2% | +7.9% |
| 3M | +1.6% | +14.2% | -12.6% | -0.9% |
| 6M | -0.7% | +31.6% | -32.3% | -5.8% |
| YTD | +39.7% | +53.5% | -13.7% | +28.9% |
| 1Y | +30.6% | +14.2% | +16.4% | +24.2% |
| 3Y | +48.4% | +190.5% | -142.1% | +18.2% |
| 5Y | +46.0% | +256.3% | -210.3% | +10.8% |
| 10Y | +267.7% | +707.9% | -440.2% | +146.8% |
| All | +381.2% | +504.9% | -123.8% | +214.4% |
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