+1,842.6%
UMC vs EQIX
+246.8%
+1,595.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | +9.0% | +0.2% | +8.8% | +9.0% |
| 30D | +17.2% | -2.5% | +19.7% | +18.0% |
| 3M | +11.4% | 0.0% | +11.5% | +11.1% |
| 6M | +137.5% | +7.6% | +129.9% | +131.7% |
| YTD | +193.1% | +37.5% | +155.6% | +164.0% |
| 1Y | +240.3% | +32.9% | +207.4% | +209.5% |
| 3Y | +262.2% | +42.8% | +219.4% | +217.5% |
| 5Y | +143.1% | +35.8% | +107.3% | +110.4% |
| All | +1,842.6% | +246.8% | +1,595.8% | +1,315.0% |
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