+244.0%
EQIX vs ELV
+280.2%
-36.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | +3.2% | -3.0% | -0.6% |
| 30D | -2.5% | +5.4% | -7.8% | -3.8% |
| 3M | 0.0% | +5.4% | -5.4% | -1.7% |
| 6M | +7.6% | +45.7% | -38.1% | -2.6% |
| YTD | +37.5% | +21.2% | +16.3% | +29.4% |
| 1Y | +32.9% | +35.6% | -2.7% | +21.0% |
| 3Y | +42.8% | -2.0% | +44.8% | +38.4% |
| 5Y | +35.8% | +26.0% | +9.8% | +20.3% |
| All | +244.0% | +280.2% | -36.3% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling