+238.7%
EQIX vs ETR
+1,772.5%
-1,533.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +1.3% | +1.4% | -0.1% | +0.7% |
| 30D | +0.3% | +1.9% | -1.5% | -0.5% |
| 3M | -1.6% | +1.0% | -2.5% | -2.0% |
| 6M | +12.2% | +4.8% | +7.3% | +9.4% |
| YTD | +38.0% | +19.5% | +18.4% | +26.9% |
| 1Y | +38.9% | +28.1% | +10.8% | +23.8% |
| 3Y | +43.8% | +151.1% | -107.3% | -6.5% |
| 5Y | +30.4% | +125.2% | -94.8% | -11.4% |
| 10Y | +238.6% | +291.1% | -52.5% | +77.4% |
| All | +238.7% | +1,772.5% | -1,533.8% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling