+238.7%
EQIX vs UL
+828.6%
-589.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +0.3% | +0.9% | -0.6% | -0.2% |
| 3M | -1.6% | +14.2% | -15.8% | -7.9% |
| 6M | +12.2% | -3.2% | +15.4% | +12.6% |
| YTD | +38.0% | -0.3% | +38.3% | +36.4% |
| 1Y | +38.9% | -8.8% | +47.7% | +42.6% |
| 3Y | +43.8% | +23.9% | +20.0% | +26.4% |
| 5Y | +30.4% | +21.4% | +9.0% | +13.3% |
| 10Y | +238.6% | +66.7% | +171.9% | +145.2% |
| All | +238.7% | +828.6% | -589.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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