+320.9%
XLF vs EQIX
+249.3%
+71.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.0% | +2.3% | -3.4% | -1.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | +9.1% | -1.1% | +10.3% | +9.2% |
| 6M | +14.4% | +11.5% | +2.9% | +12.6% |
| YTD | +5.1% | +38.2% | -33.1% | +0.6% |
| 1Y | +8.6% | +36.7% | -28.0% | +4.1% |
| 3Y | +74.4% | +44.1% | +30.4% | +65.2% |
| 5Y | +64.4% | +34.8% | +29.5% | +55.9% |
| 10Y | +251.6% | +248.8% | +2.8% | +195.8% |
| All | +320.9% | +249.3% | +71.6% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling