+237.0%
EQIX vs EL
+521.6%
-284.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.4% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | -1.4% | +19.8% | -21.3% | -7.4% |
| 3M | -4.4% | +25.7% | -30.1% | -11.8% |
| 6M | +7.9% | +5.4% | +2.5% | +3.9% |
| YTD | +37.3% | +0.2% | +37.1% | +32.5% |
| 1Y | +37.8% | +20.4% | +17.4% | +24.3% |
| 3Y | +42.0% | -32.1% | +74.1% | +43.9% |
| 5Y | +29.6% | -67.2% | +96.8% | +66.4% |
| 10Y | +238.3% | +31.7% | +206.6% | +143.1% |
| All | +237.0% | +521.6% | -284.6% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling