+239.3%
EQIX vs ECL
+155.8%
+83.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.6% | -2.6% | +1.0% | -0.4% |
| 30D | -0.4% | -4.6% | +4.2% | +1.7% |
| 3M | -0.9% | +6.0% | -6.9% | -4.0% |
| 6M | +8.1% | -3.0% | +11.1% | +8.8% |
| YTD | +35.7% | +4.0% | +31.6% | +31.9% |
| 1Y | +34.0% | +2.0% | +32.0% | +31.0% |
| 3Y | +41.4% | +53.9% | -12.5% | +12.7% |
| 5Y | +34.0% | +27.1% | +6.9% | +13.8% |
| All | +239.3% | +155.8% | +83.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling