+100.0%
UAL vs EQIX
+242.1%
-142.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | 0.0% |
| 7D | -2.0% | -1.6% | -0.4% | -1.5% |
| 30D | -15.7% | -0.4% | -15.3% | -15.7% |
| 3M | +3.6% | -0.9% | +4.5% | +3.6% |
| 6M | +16.9% | +8.1% | +8.8% | +13.7% |
| YTD | -4.8% | +35.7% | -40.4% | -14.5% |
| 1Y | -0.9% | +34.0% | -34.9% | -10.8% |
| 3Y | +124.5% | +41.4% | +83.1% | +98.0% |
| 5Y | +140.2% | +34.0% | +106.2% | +109.1% |
| All | +100.0% | +242.1% | -142.1% | +33.3% |
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