+292.0%
EQIX vs ES
+96.6%
+195.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | 0.0% |
| 7D | +7.6% | -1.1% | +8.6% | +8.1% |
| 30D | +5.2% | +8.2% | -3.0% | +0.9% |
| 3M | +0.8% | +0.6% | +0.2% | +0.1% |
| 6M | +0.2% | +6.0% | -5.7% | -3.2% |
| YTD | +42.2% | +9.3% | +32.8% | +34.3% |
| 1Y | +34.7% | +1.1% | +33.6% | +31.7% |
| 3Y | +49.0% | +51.9% | -2.9% | +12.5% |
| 5Y | +52.8% | +6.5% | +46.4% | +41.8% |
| All | +292.0% | +96.6% | +195.4% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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