+244.0%
EQIX vs ZBRA
+435.2%
-191.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +0.9% |
| 7D | +0.2% | -3.4% | +3.6% | +1.0% |
| 30D | -2.5% | -7.4% | +4.9% | -0.7% |
| 3M | 0.0% | +57.5% | -57.6% | -12.0% |
| 6M | +7.6% | +64.0% | -56.3% | -6.9% |
| YTD | +37.5% | +44.3% | -6.8% | +22.5% |
| 1Y | +32.9% | +10.9% | +22.0% | +26.2% |
| 3Y | +42.8% | +37.5% | +5.2% | +23.3% |
| 5Y | +35.8% | -39.7% | +75.5% | +40.0% |
| All | +244.0% | +435.2% | -191.3% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling