-37.5%
U vs EQIX
+54.8%
-92.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | +4.5% | +1.3% | +3.1% | +3.4% |
| 30D | -0.6% | +0.3% | -0.9% | -1.1% |
| 3M | +48.4% | -1.6% | +50.0% | +48.6% |
| 6M | +115.4% | +12.2% | +103.2% | +91.1% |
| YTD | -3.2% | +38.0% | -41.2% | -31.0% |
| 1Y | -6.0% | +38.9% | -45.0% | -33.7% |
| 3Y | +13.5% | +43.8% | -30.4% | -25.5% |
| 5Y | -68.0% | +30.4% | -98.4% | -78.4% |
| All | -37.5% | +54.8% | -92.2% | -63.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling