+133.2%
XRT vs EQIX
+293.0%
-159.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +1.7% | +4.1% | -2.3% | +0.4% |
| 30D | +7.5% | +5.8% | +1.7% | +5.4% |
| 3M | +2.2% | -1.4% | +3.6% | +2.3% |
| 6M | +14.7% | -1.2% | +15.9% | +14.2% |
| YTD | +7.5% | +39.6% | -32.1% | -5.2% |
| 1Y | +14.1% | +36.8% | -22.7% | +1.3% |
| 3Y | +58.8% | +47.3% | +11.5% | +35.2% |
| 5Y | -3.9% | +50.1% | -54.0% | -20.5% |
| All | +133.2% | +293.0% | -159.7% | +56.4% |
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