+89.2%
USB vs EQIX
+268.4%
-179.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.4% |
| 7D | +0.8% | +6.1% | -5.4% | -0.9% |
| 30D | +6.8% | +2.8% | +4.0% | +5.9% |
| 3M | -3.8% | +1.6% | -5.4% | -4.5% |
| 6M | +11.7% | -0.7% | +12.4% | +11.4% |
| YTD | +17.5% | +39.7% | -22.3% | +6.0% |
| 1Y | +33.8% | +30.6% | +3.2% | +23.0% |
| 3Y | +104.2% | +48.4% | +55.8% | +79.1% |
| 5Y | +26.4% | +46.0% | -19.6% | +9.4% |
| 10Y | +89.2% | +267.7% | -178.5% | +40.1% |
| All | +89.2% | +268.4% | -179.2% | +40.1% |
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