+244.0%
EQIX vs XHB
+215.4%
+28.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | +0.2% | -4.6% | +4.8% | +2.2% |
| 30D | -2.5% | -9.1% | +6.7% | +1.4% |
| 3M | 0.0% | -8.6% | +8.5% | +3.3% |
| 6M | +7.6% | -4.0% | +11.7% | +8.4% |
| YTD | +37.5% | -3.9% | +41.5% | +37.8% |
| 1Y | +32.9% | -16.5% | +49.4% | +41.3% |
| 3Y | +42.8% | +22.6% | +20.2% | +24.1% |
| 5Y | +35.8% | +33.9% | +1.9% | +10.6% |
| All | +244.0% | +215.4% | +28.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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