+36.5%
EQIX vs USFR
+20.6%
+16.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | +0.2% | +0.1% | 0.0% | -0.1% |
| 30D | -2.5% | +0.4% | -2.8% | -3.1% |
| 3M | 0.0% | +1.0% | -1.1% | -1.6% |
| 6M | +7.6% | +2.0% | +5.7% | +4.6% |
| YTD | +37.5% | +2.8% | +34.8% | +32.2% |
| 1Y | +32.9% | +4.1% | +28.8% | +26.3% |
| 3Y | +42.8% | +14.1% | +28.6% | +39.3% |
| All | +36.5% | +20.6% | +16.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling