+285.1%
EQIX vs EAT
+320.8%
-35.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | +4.1% | -4.0% | +8.0% | +4.4% |
| 30D | +5.8% | -2.9% | +8.7% | +6.0% |
| 3M | -1.4% | -16.9% | +15.5% | 0.0% |
| 6M | -1.2% | +57.0% | -58.2% | -5.8% |
| YTD | +39.6% | +38.2% | +1.4% | +34.1% |
| 1Y | +36.8% | +69.3% | -32.4% | +28.8% |
| 3Y | +47.3% | +483.0% | -435.7% | +21.3% |
| 5Y | +50.1% | +364.1% | -314.0% | +23.2% |
| All | +285.1% | +320.8% | -35.7% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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