+91.7%
USB vs EQIX
+257.3%
-165.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +5.8% | -1.8% | +7.7% | +6.2% |
| 3M | -6.0% | -3.4% | -2.6% | -5.4% |
| 6M | +7.8% | -6.0% | +13.8% | +9.1% |
| YTD | +14.6% | +34.2% | -19.6% | +4.6% |
| 1Y | +31.8% | +26.2% | +5.5% | +22.3% |
| 3Y | +91.5% | +41.7% | +49.9% | +70.2% |
| 5Y | +22.0% | +43.1% | -21.0% | +6.3% |
| All | +91.7% | +257.3% | -165.6% | +45.8% |
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