+141.3%
XLC vs EQIX
+201.9%
-60.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.3% |
| 7D | -1.7% | -1.6% | 0.0% | -1.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +0.7% | -0.9% | +1.6% | +0.5% |
| 6M | -4.5% | +8.1% | -12.6% | -7.9% |
| YTD | -4.7% | +35.7% | -40.4% | -16.3% |
| 1Y | -1.5% | +34.0% | -35.5% | -13.2% |
| 3Y | +72.2% | +41.4% | +30.8% | +44.6% |
| 5Y | +39.3% | +34.0% | +5.3% | +16.7% |
| All | +141.3% | +201.9% | -60.5% | +36.5% |
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