+248.9%
EQIX vs EL
+561.4%
-312.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | +7.6% | +2.7% | +4.9% | +6.7% |
| 30D | +5.2% | +10.8% | -5.6% | +1.9% |
| 3M | +0.8% | +26.5% | -25.6% | -7.0% |
| 6M | +0.2% | +31.1% | -30.9% | -9.3% |
| YTD | +42.2% | +6.6% | +35.5% | +34.3% |
| 1Y | +34.7% | +21.8% | +12.9% | +21.5% |
| 3Y | +49.0% | +1.8% | +47.2% | +32.0% |
| 5Y | +52.8% | -65.6% | +118.4% | +93.5% |
| 10Y | +300.4% | +60.3% | +240.0% | +167.4% |
| All | +248.9% | +561.4% | -312.4% | +8.8% |
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