+3,604.4%
FIX vs EQIX
+300.0%
+3,304.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +17.0% | +7.6% | +9.4% | +13.2% |
| 30D | -30.6% | +5.2% | -35.8% | -32.1% |
| 3M | -35.0% | +0.8% | -35.8% | -35.1% |
| 6M | -44.0% | +0.2% | -44.2% | -43.9% |
| YTD | +21.1% | +42.2% | -21.0% | +3.2% |
| 1Y | +16.3% | +34.7% | -18.5% | +1.5% |
| 3Y | +507.4% | +49.0% | +458.4% | +409.6% |
| 5Y | +1,052.1% | +52.8% | +999.2% | +833.1% |
| All | +3,604.4% | +300.0% | +3,304.3% | +1,982.8% |
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