+155.8%
EXC vs EQIX
+246.8%
-90.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.6% | -2.5% | -1.2% | -2.8% |
| 3M | -4.3% | 0.0% | -4.2% | -4.7% |
| 6M | -9.9% | +7.6% | -17.6% | -13.0% |
| YTD | +1.8% | +37.5% | -35.7% | -10.6% |
| 1Y | +2.9% | +32.9% | -30.0% | -8.6% |
| 3Y | +19.1% | +42.8% | -23.6% | -0.2% |
| 5Y | +44.8% | +35.8% | +9.0% | +20.9% |
| All | +155.8% | +246.8% | -90.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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