+271.2%
EW vs EQIX
+293.0%
-21.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +2.0% |
| 7D | +4.9% | +4.1% | +0.8% | +3.2% |
| 30D | +23.9% | +5.8% | +18.1% | +20.9% |
| 3M | +15.8% | -1.4% | +17.2% | +15.8% |
| 6M | +31.7% | -1.2% | +32.9% | +30.9% |
| YTD | +25.7% | +39.6% | -14.0% | +7.0% |
| 1Y | +24.4% | +36.8% | -12.4% | +6.8% |
| 3Y | +65.9% | +47.3% | +18.6% | +34.2% |
| 5Y | -7.6% | +50.1% | -57.8% | -27.4% |
| All | +271.2% | +293.0% | -21.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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