+211.2%
RF vs EQIX
+298.3%
-87.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.3% | +1.3% | -2.7% | -1.7% |
| 30D | +4.6% | +3.4% | +1.2% | +3.6% |
| 3M | -8.4% | +3.9% | -12.4% | -9.6% |
| 6M | +8.9% | -0.7% | +9.6% | +8.5% |
| YTD | +8.8% | +41.5% | -32.7% | -1.8% |
| 1Y | +18.9% | +32.9% | -14.0% | +9.1% |
| 3Y | +116.0% | +48.3% | +67.7% | +90.1% |
| 5Y | +46.0% | +52.3% | -6.3% | +25.0% |
| All | +211.2% | +298.3% | -87.1% | +137.3% |
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