+67.2%
F vs EQIX
+300.0%
-232.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -3.9% | +7.6% | -11.4% | -6.5% |
| 30D | -0.5% | +5.2% | -5.7% | -2.5% |
| 3M | -12.9% | +0.8% | -13.7% | -13.6% |
| 6M | +1.5% | +0.2% | +1.3% | +0.6% |
| YTD | -5.0% | +42.2% | -47.2% | -18.0% |
| 1Y | -7.3% | +34.7% | -42.1% | -18.4% |
| 3Y | +45.3% | +49.0% | -3.7% | +20.7% |
| 5Y | -15.8% | +52.8% | -68.6% | -32.3% |
| All | +67.2% | +300.0% | -232.9% | +8.8% |
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