+108.7%
USB vs EQIX
+235.8%
-127.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -1.4% | +0.1% | -1.0% |
| 3M | +15.2% | -4.4% | +19.7% | +16.4% |
| 6M | +18.8% | +7.9% | +10.9% | +16.1% |
| YTD | +21.0% | +37.3% | -16.3% | +10.1% |
| 1Y | +34.0% | +37.8% | -3.8% | +21.7% |
| 3Y | +95.3% | +42.0% | +53.3% | +74.0% |
| 5Y | +40.4% | +29.6% | +10.7% | +25.6% |
| All | +108.7% | +235.8% | -127.0% | +54.6% |
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