+248.8%
EQIX vs URA
+369.2%
-120.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +2.3% | +5.7% | -3.4% | +1.3% |
| 30D | +0.4% | +5.6% | -5.1% | -0.6% |
| 3M | -1.1% | +6.2% | -7.3% | -2.5% |
| 6M | +11.5% | -8.2% | +19.7% | +12.0% |
| YTD | +38.2% | +9.7% | +28.6% | +33.4% |
| 1Y | +36.7% | +17.0% | +19.7% | +29.1% |
| 3Y | +44.1% | +118.5% | -74.4% | +17.4% |
| 5Y | +34.8% | +134.3% | -99.5% | +5.3% |
| 10Y | +248.8% | +377.5% | -128.7% | +116.6% |
| All | +248.8% | +369.2% | -120.5% | +116.6% |
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