+278.9%
UNP vs EQIX
+293.0%
-14.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +4.2% | +4.1% | +0.2% | +3.1% |
| 30D | +5.6% | +5.8% | -0.2% | +3.7% |
| 3M | +2.0% | -1.4% | +3.4% | +2.1% |
| 6M | +15.4% | -1.2% | +16.6% | +15.0% |
| YTD | +32.7% | +39.6% | -6.9% | +18.9% |
| 1Y | +39.4% | +36.8% | +2.6% | +25.5% |
| 3Y | +54.3% | +47.3% | +7.0% | +33.3% |
| 5Y | +39.6% | +50.1% | -10.5% | +17.1% |
| All | +278.9% | +293.0% | -14.1% | +152.0% |
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