+52.1%
EQIX vs QS
-47.0%
+99.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.4% |
| 7D | +2.3% | -4.2% | +6.6% | +2.5% |
| 30D | +0.4% | -15.7% | +16.1% | +1.0% |
| 3M | -1.1% | -28.7% | +27.6% | -0.3% |
| 6M | +11.5% | -23.2% | +34.7% | +12.0% |
| YTD | +38.2% | -49.9% | +88.1% | +40.5% |
| 1Y | +36.7% | -38.8% | +75.5% | +37.5% |
| 3Y | +44.1% | -24.0% | +68.1% | +40.0% |
| 5Y | +34.8% | -75.6% | +110.4% | +31.7% |
| All | +52.1% | -47.0% | +99.1% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling