+682.5%
EQIX vs USFR
+28.6%
+653.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +5.8% | +0.4% | +5.5% | +5.7% |
| 3M | -1.4% | +1.1% | -2.4% | -1.7% |
| 6M | -1.2% | +2.0% | -3.3% | -1.8% |
| YTD | +39.6% | +3.5% | +36.2% | +38.4% |
| 1Y | +36.8% | +4.1% | +32.8% | +35.4% |
| 3Y | +47.3% | +14.4% | +32.9% | +42.7% |
| 5Y | +50.1% | +21.4% | +28.7% | +43.7% |
| 10Y | +293.3% | +28.6% | +264.7% | +271.3% |
| All | +682.5% | +28.6% | +653.9% | +644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling