+254.7%
EQIX vs ELF
+391.6%
-136.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.1% |
| 7D | +4.1% | +1.6% | +2.5% | +3.9% |
| 30D | +5.8% | +9.1% | -3.3% | +4.9% |
| 3M | -1.4% | +28.2% | -29.6% | -3.7% |
| 6M | -1.2% | +119.5% | -120.8% | -8.7% |
| YTD | +39.6% | +55.2% | -15.5% | +32.4% |
| 1Y | +36.8% | +58.6% | -21.8% | +29.3% |
| 3Y | +47.3% | +21.3% | +26.0% | +34.5% |
| 5Y | +50.1% | +276.2% | -226.1% | +17.2% |
| 10Y | +293.3% | +337.0% | -43.7% | +178.7% |
| All | +254.7% | +391.6% | -136.9% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling