+284.0%
FITB vs EQIX
+246.8%
+37.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -5.7% | -2.5% | -3.2% | -5.0% |
| 3M | +3.2% | 0.0% | +3.2% | +2.9% |
| 6M | +23.4% | +7.6% | +15.8% | +20.4% |
| YTD | +18.8% | +37.5% | -18.7% | +7.3% |
| 1Y | +25.0% | +32.9% | -7.9% | +13.9% |
| 3Y | +131.2% | +42.8% | +88.4% | +103.2% |
| 5Y | +70.7% | +35.8% | +34.9% | +48.6% |
| All | +284.0% | +246.8% | +37.3% | +186.7% |
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 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