+144.9%
ECHO vs EQIX
+293.0%
-148.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +5.7% | +4.1% | +1.6% | +4.4% |
| 30D | +13.8% | +5.8% | +8.0% | +12.0% |
| 3M | +9.1% | -1.4% | +10.5% | +9.6% |
| 6M | -24.9% | -1.2% | -23.7% | -24.7% |
| YTD | -8.0% | +39.6% | -47.6% | -16.8% |
| 1Y | +42.9% | +36.8% | +6.1% | +30.0% |
| 3Y | +926.7% | +47.3% | +879.4% | +811.6% |
| 5Y | +230.4% | +50.1% | +180.2% | +188.9% |
| All | +144.9% | +293.0% | -148.1% | +82.2% |
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