+229.4%
EQIX vs ES
+622.7%
-393.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +3.0% |
| 7D | -0.1% | +1.9% | -2.0% | -1.2% |
| 30D | -1.8% | +7.1% | -8.9% | -5.6% |
| 3M | -3.4% | -1.9% | -1.4% | -2.8% |
| 6M | -6.0% | +4.4% | -10.4% | -8.7% |
| YTD | +34.2% | +7.3% | +26.9% | +27.7% |
| 1Y | +26.2% | +2.1% | +24.1% | +22.4% |
| 3Y | +41.7% | +41.8% | -0.2% | +11.3% |
| 5Y | +43.1% | +1.4% | +41.6% | +34.7% |
| 10Y | +260.8% | +86.8% | +174.0% | +136.2% |
| All | +229.4% | +622.7% | -393.3% | +8.4% |
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