+258.5%
ECHO vs EQIX
+36.3%
+222.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.3% | +2.3% | +3.0% | +4.5% |
| 30D | +2.4% | +0.4% | +2.0% | +2.3% |
| 3M | -21.8% | -1.1% | -20.7% | -21.6% |
| 6M | -16.9% | +11.5% | -28.4% | -20.4% |
| YTD | -16.0% | +38.2% | -54.2% | -26.0% |
| 1Y | +9.3% | +36.7% | -27.4% | -3.5% |
| 3Y | +406.2% | +44.1% | +362.1% | +336.5% |
| All | +258.5% | +36.3% | +222.3% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling