+24.1%
EQIX vs Q
+75.4%
-51.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -1.6% | +4.1% | -5.7% | -2.0% |
| 30D | -0.4% | -10.7% | +10.4% | +0.7% |
| 3M | -0.9% | -11.7% | +10.8% | -0.3% |
| 6M | +8.1% | +8.3% | -0.2% | +7.0% |
| YTD | +35.7% | +51.3% | -15.6% | +29.4% |
| All | +24.1% | +75.4% | -51.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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