+995.4%
TER vs EQIX
+293.0%
+702.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.4% |
| 7D | +14.4% | +4.1% | +10.3% | +12.2% |
| 30D | -30.6% | +5.8% | -36.4% | -32.2% |
| 3M | -39.2% | -1.4% | -37.8% | -38.1% |
| 6M | -31.3% | -1.2% | -30.0% | -30.1% |
| YTD | +29.1% | +39.6% | -10.6% | +9.0% |
| 1Y | +47.4% | +36.8% | +10.6% | +25.9% |
| 3Y | +191.2% | +47.3% | +144.0% | +133.9% |
| 5Y | +74.0% | +50.1% | +23.9% | +35.5% |
| All | +995.4% | +293.0% | +702.5% | +485.2% |
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