+57.7%
EQIX vs EOSE
-60.6%
+118.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | -2.5% | -6.8% | +4.4% | -2.4% |
| 3M | 0.0% | -36.3% | +36.2% | +1.3% |
| 6M | +7.6% | -38.8% | +46.4% | +8.5% |
| YTD | +37.5% | -65.5% | +103.0% | +40.8% |
| 1Y | +32.9% | -45.3% | +78.2% | +32.4% |
| 3Y | +42.8% | +44.2% | -1.4% | +29.6% |
| 5Y | +35.8% | -69.5% | +105.3% | +17.4% |
| All | +57.7% | -60.6% | +118.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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