+244.0%
EQIX vs ETR
+296.9%
-52.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +0.2% | -1.8% | +2.0% | +1.1% |
| 30D | -2.5% | -1.8% | -0.7% | -1.6% |
| 3M | 0.0% | -3.6% | +3.5% | +1.8% |
| 6M | +7.6% | +2.6% | +5.0% | +5.7% |
| YTD | +37.5% | +16.0% | +21.5% | +26.8% |
| 1Y | +32.9% | +20.1% | +12.8% | +20.3% |
| 3Y | +42.8% | +143.6% | -100.8% | -12.3% |
| 5Y | +35.8% | +124.4% | -88.5% | -13.4% |
| All | +244.0% | +296.9% | -52.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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