+64.7%
XLC vs EQIX
+47.7%
+17.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.4% |
| 7D | +3.7% | +4.1% | -0.3% | +2.9% |
| 30D | -1.9% | +5.8% | -7.7% | -3.1% |
| 3M | -3.1% | -1.4% | -1.7% | -3.0% |
| 6M | -6.4% | -1.2% | -5.1% | -6.5% |
| YTD | -6.8% | +39.6% | -46.5% | -14.6% |
| 1Y | -1.7% | +36.8% | -38.5% | -9.5% |
| 3Y | +64.7% | +47.3% | +17.4% | +47.1% |
| All | +64.7% | +47.7% | +17.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling