-44.3%
FLUT vs EQIX
+43.4%
-87.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.2% |
| 30D | +5.4% | +0.4% | +4.9% | +5.1% |
| 3M | -10.8% | -1.1% | -9.6% | -11.0% |
| 6M | -9.2% | +11.5% | -20.7% | -13.7% |
| YTD | -53.8% | +38.2% | -92.0% | -60.3% |
| 1Y | -66.0% | +36.7% | -102.6% | -70.5% |
| All | -44.3% | +43.4% | -87.6% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling