+1,388.7%
EQIX vs XYL
+466.0%
+922.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.6% |
| 7D | +1.3% | +1.8% | -0.5% | +0.7% |
| 30D | +0.3% | -9.2% | +9.6% | +3.8% |
| 3M | -1.6% | -0.3% | -1.3% | -2.0% |
| 6M | +12.2% | -11.0% | +23.1% | +16.1% |
| YTD | +38.0% | -19.2% | +57.2% | +47.4% |
| 1Y | +38.9% | -21.2% | +60.1% | +49.6% |
| 3Y | +43.8% | +18.6% | +25.2% | +31.1% |
| 5Y | +30.4% | -14.3% | +44.7% | +30.7% |
| 10Y | +238.6% | +141.0% | +97.6% | +126.8% |
| All | +1,388.7% | +466.0% | +922.7% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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