-22.7%
U vs EQIX
+56.6%
-79.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +6.6% |
| 7D | +2.6% | +4.1% | -1.5% | -0.9% |
| 30D | +27.6% | +5.8% | +21.7% | +20.4% |
| 3M | +15.3% | -1.4% | +16.7% | +15.0% |
| 6M | +96.4% | -1.2% | +97.6% | +93.0% |
| YTD | +19.6% | +39.6% | -20.1% | -16.7% |
| 1Y | +42.1% | +36.8% | +5.3% | +0.8% |
| 3Y | +87.5% | +47.3% | +40.3% | +19.0% |
| 5Y | -73.1% | +50.1% | -123.3% | -83.5% |
| All | -22.7% | +56.6% | -79.4% | -56.3% |
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