+237.0%
EQIX vs ECL
+1,918.4%
-1,681.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.7% |
| 30D | -1.4% | -2.2% | +0.7% | -0.4% |
| 3M | -4.4% | +10.1% | -14.5% | -10.1% |
| 6M | +7.9% | -5.7% | +13.7% | +10.5% |
| YTD | +37.3% | +7.0% | +30.3% | +30.5% |
| 1Y | +37.8% | +2.7% | +35.1% | +33.5% |
| 3Y | +42.0% | +57.7% | -15.7% | +6.1% |
| 5Y | +29.6% | +31.1% | -1.5% | +5.1% |
| 10Y | +238.3% | +150.9% | +87.5% | +70.3% |
| All | +237.0% | +1,918.4% | -1,681.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling