+27.7%
EQIX vs Q
+68.3%
-40.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.2% |
| 7D | +4.1% | +1.2% | +2.9% | +3.9% |
| 30D | +5.8% | -2.7% | +8.5% | +6.1% |
| 3M | -1.4% | -16.9% | +15.5% | +0.4% |
| 6M | -1.2% | -26.9% | +25.6% | +1.1% |
| YTD | +39.6% | +45.2% | -5.6% | +33.8% |
| 1Y | +36.8% | +38.1% | -1.3% | +32.6% |
| All | +27.7% | +68.3% | -40.6% | +25.4% |
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