+248.8%
XLF vs EQIX
+246.8%
+2.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -1.5% | +0.2% | -1.6% | -1.5% |
| 30D | -1.2% | -2.5% | +1.3% | -0.5% |
| 3M | +9.2% | 0.0% | +9.2% | +8.8% |
| 6M | +16.3% | +7.6% | +8.7% | +13.4% |
| YTD | +5.4% | +37.5% | -32.1% | -5.0% |
| 1Y | +7.6% | +32.9% | -25.3% | -2.2% |
| 3Y | +74.2% | +42.8% | +31.5% | +52.4% |
| 5Y | +66.1% | +35.8% | +30.3% | +44.2% |
| All | +248.8% | +246.8% | +2.1% | +147.8% |
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