+98.5%
FLEX vs EQIX
+38.4%
+60.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -10.1% | -1.4% | -8.7% | -9.3% |
| 3M | -31.3% | -4.4% | -26.9% | -29.8% |
| 6M | +71.3% | +7.9% | +63.3% | +68.2% |
| YTD | +81.2% | +37.3% | +44.0% | +63.9% |
| 1Y | +98.5% | +37.8% | +60.7% | +75.5% |
| All | +98.5% | +38.4% | +60.1% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling