+34.5%
QXO vs EQIX
+246.8%
-212.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -7.8% | +0.2% | -8.0% | -7.8% |
| 30D | -18.1% | -2.5% | -15.6% | -17.5% |
| 3M | -25.8% | 0.0% | -25.7% | -25.9% |
| 6M | -41.7% | +7.6% | -49.4% | -42.9% |
| YTD | -36.2% | +37.5% | -73.7% | -41.9% |
| 1Y | -42.1% | +32.9% | -75.0% | -46.8% |
| 3Y | -46.2% | +42.8% | -88.9% | -51.4% |
| 5Y | -70.7% | +35.8% | -106.5% | -73.5% |
| All | +34.5% | +246.8% | -212.3% | -27.9% |
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