+96.5%
UAL vs EQIX
+291.6%
-195.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | +2.3% | +1.3% | +0.9% | +1.8% |
| 30D | +13.3% | +3.4% | +9.9% | +12.1% |
| 3M | -6.3% | +3.9% | -10.2% | -7.5% |
| 6M | +22.5% | -0.7% | +23.2% | +22.5% |
| YTD | +5.9% | +41.5% | -35.7% | -6.3% |
| 1Y | +24.7% | +32.9% | -8.2% | +12.6% |
| 3Y | +211.6% | +48.3% | +163.2% | +170.6% |
| 5Y | +130.6% | +52.3% | +78.3% | +94.7% |
| 10Y | +96.5% | +298.6% | -202.1% | +31.1% |
| All | +96.5% | +291.6% | -195.1% | +31.1% |
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