+107.2%
FAST vs EQIX
+32.2%
+74.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -0.8% | -1.4% | +0.7% | -0.5% |
| 3M | +5.8% | -4.4% | +10.2% | +6.8% |
| 6M | +8.0% | +7.9% | 0.0% | +5.1% |
| YTD | +25.6% | +37.3% | -11.6% | +13.0% |
| 1Y | +0.8% | +37.8% | -37.0% | -9.6% |
| 3Y | +86.1% | +42.0% | +44.1% | +60.4% |
| All | +107.2% | +32.2% | +74.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling