+351.3%
FERG vs EQIX
+246.8%
+104.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.5% |
| 7D | -2.6% | +0.2% | -2.7% | -2.6% |
| 30D | -8.9% | -2.5% | -6.4% | -8.5% |
| 3M | -2.0% | 0.0% | -2.0% | -2.2% |
| 6M | -3.2% | +7.6% | -10.8% | -4.6% |
| YTD | +1.5% | +37.5% | -36.0% | -4.5% |
| 1Y | +0.5% | +32.9% | -32.4% | -4.9% |
| 3Y | +50.4% | +42.8% | +7.7% | +40.1% |
| 5Y | +68.7% | +35.8% | +32.9% | +53.6% |
| All | +351.3% | +246.8% | +104.5% | +335.6% |
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