+8.1%
FPS vs EQIX
+30.9%
-22.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.9% |
| 7D | +3.1% | -0.8% | +3.9% | +3.9% |
| 30D | -18.6% | -1.4% | -17.1% | -17.3% |
| 3M | -51.5% | -4.4% | -47.0% | -49.9% |
| 6M | -8.5% | +7.9% | -16.5% | -12.6% |
| All | +8.1% | +30.9% | -22.8% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling