+244.0%
EQIX vs TROW
+130.0%
+113.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.8% |
| 7D | +0.2% | -3.2% | +3.3% | +1.3% |
| 30D | -2.5% | -4.6% | +2.1% | -0.8% |
| 3M | 0.0% | -0.7% | +0.6% | -0.2% |
| 6M | +7.6% | +22.2% | -14.6% | -0.6% |
| YTD | +37.5% | +6.6% | +30.9% | +33.0% |
| 1Y | +32.9% | +5.8% | +27.1% | +28.7% |
| 3Y | +42.8% | +11.6% | +31.1% | +32.6% |
| 5Y | +35.8% | -38.9% | +74.8% | +52.0% |
| All | +244.0% | +130.0% | +113.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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