+239.3%
EQIX vs EL
+25.3%
+214.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -1.6% | -4.4% | +2.7% | -0.7% |
| 30D | -0.4% | +10.3% | -10.6% | -2.9% |
| 3M | -0.9% | +13.4% | -14.3% | -4.3% |
| 6M | +8.1% | +3.1% | +5.1% | +5.8% |
| YTD | +35.7% | -6.9% | +42.6% | +34.7% |
| 1Y | +34.0% | +11.9% | +22.1% | +26.3% |
| 3Y | +41.4% | -33.8% | +75.2% | +46.3% |
| 5Y | +34.0% | -69.0% | +103.0% | +73.4% |
| All | +239.3% | +25.3% | +214.1% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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