+90.1%
FOXA vs EQIX
+167.9%
-77.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | +5.4% | -0.4% | +5.7% | +5.4% |
| 3M | -3.7% | -0.9% | -2.8% | -3.9% |
| 6M | +12.6% | +8.1% | +4.4% | +10.1% |
| YTD | -10.0% | +35.7% | -45.6% | -16.9% |
| 1Y | +15.0% | +34.0% | -18.9% | +6.4% |
| 3Y | +115.1% | +41.4% | +73.7% | +92.7% |
| 5Y | +93.0% | +34.0% | +59.0% | +72.5% |
| All | +90.1% | +167.9% | -77.8% | +39.6% |
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