+33.6%
ECHO vs EQIX
+38.4%
-4.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | +2.4% | -1.4% | +3.8% | +2.6% |
| 3M | -28.0% | -4.4% | -23.5% | -27.4% |
| 6M | -21.2% | +7.9% | -29.2% | -22.2% |
| YTD | -17.4% | +37.3% | -54.7% | -20.6% |
| 1Y | +33.6% | +37.8% | -4.2% | +34.9% |
| All | +33.6% | +38.4% | -4.8% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling