+237.0%
EQIX vs ES
+626.7%
-389.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -1.4% | -2.0% | +0.5% | -0.5% |
| 3M | -4.4% | +1.7% | -6.1% | -5.4% |
| 6M | +7.9% | -3.5% | +11.5% | +9.4% |
| YTD | +37.3% | +7.9% | +29.4% | +30.8% |
| 1Y | +37.8% | +17.2% | +20.6% | +24.3% |
| 3Y | +42.0% | +29.3% | +12.7% | +17.5% |
| 5Y | +29.6% | -5.7% | +35.4% | +27.4% |
| 10Y | +238.3% | +85.2% | +153.1% | +123.5% |
| All | +237.0% | +626.7% | -389.7% | +11.0% |
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