+49.3%
EQIX vs QS
-47.4%
+96.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.8% |
| 7D | -1.6% | -5.0% | +3.3% | -1.5% |
| 30D | -0.4% | -18.3% | +17.9% | +0.2% |
| 3M | -0.9% | -26.0% | +25.1% | -0.2% |
| 6M | +8.1% | -24.0% | +32.2% | +8.7% |
| YTD | +35.7% | -50.3% | +86.0% | +37.9% |
| 1Y | +34.0% | -38.0% | +71.9% | +34.7% |
| 3Y | +41.4% | -24.6% | +66.0% | +37.4% |
| 5Y | +34.0% | -75.4% | +109.4% | +30.9% |
| All | +49.3% | -47.4% | +96.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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