+84.1%
F vs EQIX
+240.6%
-156.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -4.9% | +2.3% | -7.2% | -5.7% |
| 30D | -2.9% | +0.4% | -3.3% | -3.1% |
| 3M | -9.1% | -1.1% | -7.9% | -9.1% |
| 6M | +12.9% | +11.5% | +1.5% | +7.9% |
| YTD | +6.1% | +38.2% | -32.1% | -6.9% |
| 1Y | +22.5% | +36.7% | -14.2% | +7.8% |
| 3Y | +32.1% | +44.1% | -12.0% | +11.8% |
| 5Y | +43.7% | +34.8% | +8.9% | +20.9% |
| 10Y | +84.1% | +248.8% | -164.7% | +24.1% |
| All | +84.1% | +240.6% | -156.5% | +24.1% |
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