+241.5%
EQIX vs ES
+620.4%
-378.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.5% | +0.9% | +2.7% | +2.9% |
| 30D | +2.3% | +5.9% | -3.6% | -1.1% |
| 3M | +1.1% | -1.0% | +2.1% | +1.2% |
| 6M | -1.1% | +7.2% | -8.3% | -5.3% |
| YTD | +39.1% | +7.0% | +32.2% | +32.6% |
| 1Y | +29.5% | +0.5% | +29.1% | +26.7% |
| 3Y | +45.8% | +48.7% | -2.8% | +11.7% |
| 5Y | +48.4% | +1.9% | +46.5% | +39.3% |
| 10Y | +285.1% | +89.2% | +195.9% | +150.2% |
| All | +241.5% | +620.4% | -378.9% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling