+192.5%
ECHO vs EQIX
+246.8%
-54.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +3.7% | +0.2% | +3.6% | +3.7% |
| 30D | +0.7% | -2.5% | +3.2% | +1.4% |
| 3M | -27.3% | 0.0% | -27.3% | -27.4% |
| 6M | -17.0% | +7.6% | -24.6% | -18.9% |
| YTD | -14.3% | +37.5% | -51.8% | -22.2% |
| 1Y | +20.9% | +32.9% | -12.0% | +10.8% |
| 3Y | +423.0% | +42.8% | +380.2% | +369.0% |
| 5Y | +265.7% | +35.8% | +229.9% | +226.8% |
| All | +192.5% | +246.8% | -54.3% | +119.1% |
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