+47.3%
EQIX vs USFD
+156.3%
-109.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +4.1% | +1.7% | +2.4% | +3.5% |
| 30D | +5.8% | +10.2% | -4.3% | +2.5% |
| 3M | -1.4% | -1.5% | +0.1% | -1.2% |
| 6M | -1.2% | +27.3% | -28.6% | -10.0% |
| YTD | +39.6% | +44.0% | -4.3% | +21.3% |
| 1Y | +36.8% | +50.4% | -13.5% | +16.8% |
| 3Y | +47.3% | +153.6% | -106.3% | +1.1% |
| All | +47.3% | +156.3% | -109.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 3y: compounded portfolio wealth divided by compounded USFD 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…
3y analysis · Full analysis span regression · 6 months rolling