+253.7%
ECHO vs EQIX
+1,321.8%
-1,068.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +8.6% | +1.3% | +7.3% | +8.2% |
| 30D | +3.8% | +0.3% | +3.4% | +3.7% |
| 3M | -19.9% | -1.6% | -18.3% | -19.6% |
| 6M | -12.1% | +12.2% | -24.2% | -15.3% |
| YTD | -14.1% | +38.0% | -52.0% | -22.6% |
| 1Y | +15.9% | +38.9% | -23.1% | +4.0% |
| 3Y | +417.8% | +43.8% | +374.0% | +358.7% |
| 5Y | +259.3% | +30.4% | +228.9% | +220.8% |
| 10Y | +192.7% | +238.6% | -45.9% | +85.4% |
| All | +253.7% | +1,321.8% | -1,068.0% | +27.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling