+292.0%
EQIX vs ECL
+192.9%
+99.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.0% |
| 7D | +7.6% | -0.5% | +8.0% | +7.8% |
| 30D | +5.2% | +6.6% | -1.3% | +2.2% |
| 3M | +0.8% | +9.6% | -8.8% | -3.5% |
| 6M | +0.2% | +21.6% | -21.4% | -9.0% |
| YTD | +42.2% | +16.9% | +25.3% | +30.9% |
| 1Y | +34.7% | +17.9% | +16.9% | +23.4% |
| 3Y | +49.0% | +76.5% | -27.5% | +11.5% |
| 5Y | +52.8% | +36.6% | +16.2% | +25.7% |
| All | +292.0% | +192.9% | +99.1% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling