+37.4%
FAST vs EQIX
+31.6%
+5.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +4.3% | +1.3% | +3.0% | +4.2% |
| 30D | +8.3% | +3.4% | +4.9% | +8.2% |
| 3M | +6.5% | +3.9% | +2.5% | +6.4% |
| 6M | +29.5% | -0.7% | +30.2% | +29.4% |
| YTD | +41.3% | +41.5% | -0.3% | +36.0% |
| 1Y | +37.4% | +32.9% | +4.5% | +32.9% |
| All | +37.4% | +31.6% | +5.7% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling