+448.2%
NFLX vs EQIX
+293.0%
+155.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -2.0% | +4.1% | -6.0% | -3.5% |
| 30D | -11.9% | +5.8% | -17.7% | -14.1% |
| 3M | -20.6% | -1.4% | -19.2% | -20.6% |
| 6M | -29.0% | -1.2% | -27.8% | -29.5% |
| YTD | -33.7% | +39.6% | -73.4% | -43.8% |
| 1Y | -46.2% | +36.8% | -83.0% | -54.0% |
| 3Y | +39.8% | +47.3% | -7.5% | +12.5% |
| 5Y | -9.0% | +50.1% | -59.1% | -29.1% |
| All | +448.2% | +293.0% | +155.2% | +207.3% |
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