+244.0%
EQIX vs EAT
+374.9%
-131.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +0.2% | -7.7% | +7.9% | +0.9% |
| 30D | -2.5% | -13.6% | +11.1% | -1.3% |
| 3M | 0.0% | +33.9% | -33.9% | -2.9% |
| 6M | +7.6% | +47.2% | -39.6% | +3.2% |
| YTD | +37.5% | +48.1% | -10.5% | +31.5% |
| 1Y | +32.9% | +33.7% | -0.8% | +28.0% |
| 3Y | +42.8% | +595.8% | -553.0% | +15.9% |
| 5Y | +35.8% | +314.4% | -278.5% | +12.2% |
| All | +244.0% | +374.9% | -131.0% | +170.0% |
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