+1,086.7%
FLEX vs EQIX
+240.6%
+846.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +6.4% | +2.3% | +4.0% | +5.2% |
| 30D | -5.9% | +0.4% | -6.3% | -6.0% |
| 3M | -23.5% | -1.1% | -22.3% | -23.1% |
| 6M | +83.7% | +11.5% | +72.3% | +75.4% |
| YTD | +86.5% | +38.2% | +48.3% | +60.0% |
| 1Y | +100.5% | +36.7% | +63.8% | +72.6% |
| 3Y | +469.8% | +44.1% | +425.8% | +372.3% |
| 5Y | +725.7% | +34.8% | +690.8% | +586.5% |
| 10Y | +1,086.7% | +248.8% | +837.9% | +579.9% |
| All | +1,086.7% | +240.6% | +846.1% | +579.9% |
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