+244.0%
EQIX vs XME
+421.4%
-177.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +0.2% | -4.2% | +4.4% | +1.1% |
| 30D | -2.5% | -2.7% | +0.2% | -2.0% |
| 3M | 0.0% | -3.9% | +3.9% | +0.5% |
| 6M | +7.6% | -1.0% | +8.6% | +7.1% |
| YTD | +37.5% | +9.8% | +27.7% | +32.9% |
| 1Y | +32.9% | +32.5% | +0.4% | +22.7% |
| 3Y | +42.8% | +124.3% | -81.6% | +15.8% |
| 5Y | +35.8% | +165.8% | -130.0% | +6.0% |
| All | +244.0% | +421.4% | -177.4% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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