+590.9%
JPM vs EQIX
+246.8%
+344.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | -2.5% | -2.5% | 0.0% | -1.9% |
| 3M | +14.1% | 0.0% | +14.2% | +13.9% |
| 6M | +25.1% | +7.6% | +17.4% | +22.4% |
| YTD | +12.1% | +37.5% | -25.4% | +2.3% |
| 1Y | +18.8% | +32.9% | -14.1% | +9.3% |
| 3Y | +163.4% | +42.8% | +120.7% | +133.8% |
| 5Y | +156.5% | +35.8% | +120.7% | +125.7% |
| All | +590.9% | +246.8% | +344.1% | +407.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling