+93.1%
FOXA vs EQIX
+34.9%
+58.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +5.0% | -2.5% | +7.5% | +5.4% |
| 3M | -3.0% | 0.0% | -3.0% | -3.3% |
| 6M | +14.8% | +7.6% | +7.1% | +12.9% |
| YTD | -8.9% | +37.5% | -46.4% | -15.1% |
| 1Y | +13.3% | +32.9% | -19.6% | +6.3% |
| 3Y | +115.4% | +42.8% | +72.7% | +95.4% |
| All | +93.1% | +34.9% | +58.3% | +73.2% |
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