+119.9%
XRT vs EQIX
+242.1%
-122.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.2% |
| 7D | -3.6% | -1.6% | -1.9% | -3.1% |
| 30D | -6.7% | -0.4% | -6.3% | -6.7% |
| 3M | -1.4% | -0.9% | -0.5% | -1.6% |
| 6M | +1.7% | +8.1% | -6.4% | -1.5% |
| YTD | -1.5% | +35.7% | -37.1% | -11.9% |
| 1Y | -2.5% | +34.0% | -36.4% | -12.6% |
| 3Y | +39.9% | +41.4% | -1.5% | +21.1% |
| 5Y | -2.6% | +34.0% | -36.6% | -16.6% |
| All | +119.9% | +242.1% | -122.2% | +52.0% |
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