+298.6%
EQIX vs URA
+277.9%
+20.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +1.3% | +2.9% | -1.5% | +0.8% |
| 30D | +3.4% | -10.8% | +14.3% | +5.5% |
| 3M | +3.9% | -25.5% | +29.5% | +9.3% |
| 6M | -0.7% | -41.2% | +40.5% | +8.2% |
| YTD | +41.5% | -21.3% | +62.8% | +44.6% |
| 1Y | +32.9% | -25.7% | +58.6% | +36.9% |
| 3Y | +48.3% | +43.1% | +5.3% | +30.4% |
| 5Y | +52.3% | +35.6% | +16.7% | +30.9% |
| 10Y | +298.6% | +281.3% | +17.3% | +153.3% |
| All | +298.6% | +277.9% | +20.7% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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