+152.3%
W vs EQIX
+242.1%
-89.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -1.2% |
| 7D | +0.5% | -1.6% | +2.1% | +1.9% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +41.9% | -0.9% | +42.8% | +41.8% |
| 6M | +30.2% | +8.1% | +22.1% | +21.5% |
| YTD | -2.9% | +35.7% | -38.6% | -26.7% |
| 1Y | +11.6% | +34.0% | -22.4% | -15.6% |
| 3Y | +37.0% | +41.4% | -4.5% | -2.0% |
| 5Y | -62.8% | +34.0% | -96.8% | -72.2% |
| All | +152.3% | +242.1% | -89.8% | +26.1% |
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