+244.0%
EQIX vs RVTY
+145.6%
+98.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.5% |
| 7D | +0.2% | -4.5% | +4.7% | +1.5% |
| 30D | -2.5% | +5.5% | -7.9% | -4.2% |
| 3M | 0.0% | +22.5% | -22.6% | -6.6% |
| 6M | +7.6% | +38.9% | -31.2% | -4.1% |
| YTD | +37.5% | +28.7% | +8.8% | +24.5% |
| 1Y | +32.9% | +45.5% | -12.6% | +14.6% |
| 3Y | +42.8% | +16.4% | +26.4% | +27.7% |
| 5Y | +35.8% | -32.7% | +68.6% | +47.2% |
| All | +244.0% | +145.6% | +98.3% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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