+398.6%
ZS vs EQIX
+192.8%
+205.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -7.2% | -2.5% | -4.7% | -6.0% |
| 3M | +30.5% | 0.0% | +30.5% | +29.0% |
| 6M | +7.0% | +7.6% | -0.7% | +0.5% |
| YTD | -26.8% | +37.5% | -64.4% | -42.0% |
| 1Y | -42.6% | +32.9% | -75.5% | -53.6% |
| 3Y | -0.3% | +42.8% | -43.1% | -26.4% |
| 5Y | -39.2% | +35.8% | -75.0% | -54.4% |
| All | +398.6% | +192.8% | +205.9% | +112.2% |
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