-26.8%
FLUT vs EQIX
+293.0%
-319.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.8% |
| 7D | -0.7% | +4.1% | -4.8% | -1.3% |
| 30D | +9.3% | +5.8% | +3.4% | +8.1% |
| 3M | -17.5% | -1.4% | -16.1% | -17.5% |
| 6M | -14.6% | -1.2% | -13.4% | -15.0% |
| YTD | -62.3% | +39.6% | -101.9% | -65.0% |
| 1Y | -59.6% | +36.8% | -96.5% | -62.4% |
| 3Y | -45.3% | +47.3% | -92.6% | -49.6% |
| 5Y | -50.4% | +50.1% | -100.6% | -55.2% |
| All | -26.8% | +293.0% | -319.8% | -39.5% |
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 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