+43.5%
EQIX vs USFR
+14.0%
+29.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +0.1% | +2.3% | +2.1% |
| 30D | +0.4% | +0.3% | +0.2% | -0.8% |
| 3M | -1.1% | +1.0% | -2.1% | -5.1% |
| 6M | +11.5% | +1.9% | +9.5% | +2.5% |
| YTD | +38.2% | +2.7% | +35.6% | +23.3% |
| 1Y | +36.7% | +4.0% | +32.7% | +16.3% |
| All | +43.5% | +14.0% | +29.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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