+673.1%
EQIX vs USFR
+27.6%
+645.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | -1.6% | +1.0% | -2.5% | -1.8% |
| 6M | +12.2% | +1.9% | +10.3% | +11.6% |
| YTD | +38.0% | +2.7% | +35.3% | +37.0% |
| 1Y | +38.9% | +4.0% | +34.9% | +37.5% |
| 3Y | +43.8% | +14.0% | +29.8% | +39.5% |
| 5Y | +30.4% | +20.4% | +10.0% | +25.0% |
| 10Y | +238.6% | +28.1% | +210.5% | +220.0% |
| All | +673.1% | +27.6% | +645.5% | +637.0% |
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