+1,335.0%
FERG vs EQIX
+1,198.0%
+137.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | -11.5% | +0.3% | -11.9% | -11.6% |
| 3M | +1.3% | -1.6% | +2.8% | +1.4% |
| 6M | -1.0% | +12.2% | -13.1% | -2.3% |
| YTD | +3.2% | +38.0% | -34.8% | -0.5% |
| 1Y | -3.0% | +38.9% | -41.9% | -6.6% |
| 3Y | +55.0% | +43.8% | +11.2% | +48.5% |
| 5Y | +72.6% | +30.4% | +42.3% | +64.1% |
| 10Y | +358.9% | +238.6% | +120.3% | +325.5% |
| All | +1,335.0% | +1,198.0% | +137.0% | +1,225.5% |
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