+244.0%
EQIX vs EFV
+169.9%
+74.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.7% |
| 30D | -2.5% | +0.6% | -3.1% | -2.9% |
| 3M | 0.0% | +7.5% | -7.6% | -4.3% |
| 6M | +7.6% | +13.0% | -5.4% | -0.2% |
| YTD | +37.5% | +18.3% | +19.2% | +23.8% |
| 1Y | +32.9% | +26.7% | +6.2% | +14.7% |
| 3Y | +42.8% | +89.6% | -46.8% | -3.8% |
| 5Y | +35.8% | +98.2% | -62.4% | -11.7% |
| All | +244.0% | +169.9% | +74.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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