-80.8%
FIG vs EQIX
+30.6%
-111.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | -12.2% | -1.6% | -10.6% | -12.2% |
| 30D | -11.0% | -0.4% | -10.6% | -11.0% |
| 3M | +11.9% | -0.9% | +12.8% | +11.7% |
| 6M | -21.9% | +8.1% | -30.0% | -25.4% |
| YTD | -40.8% | +35.7% | -76.4% | -50.8% |
| 1Y | -56.6% | +34.0% | -90.6% | -63.6% |
| All | -80.8% | +30.6% | -111.4% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling