+7.4%
F vs EQIX
+251.6%
-244.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.0% | +3.5% | -2.5% | +0.5% |
| 30D | +2.1% | +2.3% | -0.2% | +1.7% |
| 3M | -10.3% | +1.1% | -11.4% | -10.5% |
| 6M | +3.3% | -1.1% | +4.4% | +3.1% |
| YTD | -2.0% | +39.1% | -41.1% | -6.7% |
| 1Y | -2.3% | +29.5% | -31.8% | -6.1% |
| 3Y | +49.9% | +45.8% | +4.1% | +41.2% |
| 5Y | -12.5% | +48.4% | -60.9% | -17.8% |
| 10Y | +74.3% | +285.1% | -210.8% | +43.8% |
| All | +7.4% | +251.6% | -244.2% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling