+242.8%
EQIX vs EL
+568.8%
-326.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.1% | +1.5% | +2.5% | +3.6% |
| 30D | +5.8% | +10.0% | -4.2% | +2.7% |
| 3M | -1.4% | +28.4% | -29.8% | -9.5% |
| 6M | -1.2% | +37.1% | -38.3% | -11.8% |
| YTD | +39.6% | +7.8% | +31.8% | +31.4% |
| 1Y | +36.8% | +26.0% | +10.8% | +22.0% |
| 3Y | +47.3% | +3.8% | +43.4% | +29.6% |
| 5Y | +50.1% | -65.2% | +115.3% | +89.4% |
| 10Y | +293.3% | +62.1% | +231.2% | +161.7% |
| All | +242.8% | +568.8% | -326.0% | +6.5% |
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