+239.5%
ZETA vs EQIX
+42.3%
+197.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +5.7% | -2.5% | +8.2% | +6.8% |
| 3M | +50.4% | 0.0% | +50.5% | +48.9% |
| 6M | +65.5% | +7.6% | +57.8% | +57.0% |
| YTD | +48.3% | +37.5% | +10.8% | +21.2% |
| 1Y | +45.4% | +32.9% | +12.5% | +21.1% |
| 3Y | +270.8% | +42.8% | +228.0% | +197.7% |
| 5Y | +336.1% | +35.8% | +300.3% | +203.8% |
| All | +239.5% | +42.3% | +197.1% | +141.3% |
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