+37.8%
EQIX vs ELF
-17.5%
+55.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | -0.8% | +5.4% | -6.2% | -0.8% |
| 30D | -1.4% | +27.0% | -28.4% | -1.5% |
| 3M | -4.4% | +113.2% | -117.6% | -4.9% |
| 6M | +7.9% | +36.6% | -28.6% | +8.1% |
| YTD | +37.3% | +44.2% | -6.9% | +36.9% |
| 1Y | +37.8% | -18.0% | +55.8% | +38.3% |
| All | +37.8% | -17.5% | +55.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling