-79.9%
FIG vs EQIX
+32.4%
-112.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.8% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -2.3% | -2.5% | +0.2% | -2.3% |
| 3M | +20.0% | 0.0% | +20.0% | +19.8% |
| 6M | -16.7% | +7.6% | -24.3% | -19.9% |
| YTD | -37.9% | +37.5% | -75.4% | -48.5% |
| 1Y | -58.5% | +32.9% | -91.5% | -64.8% |
| All | -79.9% | +32.4% | -112.3% | -82.9% |
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 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