+444.1%
META vs EQIX
+284.9%
+159.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | +3.5% | -0.2% | +1.6% |
| 30D | -10.8% | +2.3% | -13.1% | -11.7% |
| 3M | +7.9% | +1.1% | +6.8% | +7.1% |
| 6M | +5.4% | -1.1% | +6.5% | +5.1% |
| YTD | -2.6% | +39.1% | -41.7% | -18.3% |
| 1Y | +1.9% | +29.5% | -27.6% | -11.6% |
| 3Y | +97.0% | +45.8% | +51.1% | +56.3% |
| 5Y | +97.6% | +48.4% | +49.2% | +52.1% |
| All | +444.1% | +284.9% | +159.1% | +186.8% |
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