+2,054.3%
FLUT vs EQIX
+14,643.0%
-12,588.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +7.7% | -1.4% | +9.2% | +7.8% |
| 3M | -0.7% | -4.4% | +3.7% | -0.6% |
| 6M | -11.2% | +7.9% | -19.1% | -11.5% |
| YTD | -53.4% | +37.3% | -90.7% | -54.1% |
| 1Y | -65.8% | +37.8% | -103.6% | -66.2% |
| 3Y | -44.9% | +42.0% | -86.9% | -45.7% |
| 5Y | -49.7% | +29.6% | -79.3% | -50.5% |
| 10Y | -9.7% | +238.3% | -248.0% | -12.1% |
| All | +2,054.3% | +14,643.0% | -12,588.7% | +1,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling