+244.0%
EQIX vs EME
+1,362.1%
-1,118.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +0.4% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | -2.5% | -6.3% | +3.9% | -1.2% |
| 3M | 0.0% | -3.8% | +3.7% | +0.1% |
| 6M | +7.6% | +8.5% | -0.9% | +4.6% |
| YTD | +37.5% | +27.8% | +9.7% | +28.3% |
| 1Y | +32.9% | +22.2% | +10.7% | +23.8% |
| 3Y | +42.8% | +253.5% | -210.7% | +0.8% |
| 5Y | +35.8% | +578.6% | -542.8% | -18.1% |
| All | +244.0% | +1,362.1% | -1,118.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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