+726.2%
FLEX vs EQIX
+30.6%
+695.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.1% |
| 7D | +7.0% | +1.3% | +5.6% | +6.3% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -24.2% | -1.6% | -22.7% | -23.7% |
| 6M | +90.8% | +12.2% | +78.6% | +81.5% |
| YTD | +89.2% | +38.0% | +51.2% | +61.9% |
| 1Y | +104.7% | +38.9% | +65.8% | +74.2% |
| 3Y | +478.1% | +43.8% | +434.3% | +376.6% |
| 5Y | +726.2% | +30.4% | +695.8% | +548.7% |
| All | +726.2% | +30.6% | +695.6% | +548.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling