+513.6%
EWT vs EQIX
+246.8%
+266.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +4.5% | -2.5% | +6.9% | +5.2% |
| 3M | +8.3% | 0.0% | +8.3% | +8.0% |
| 6M | +54.2% | +7.6% | +46.6% | +50.6% |
| YTD | +74.6% | +37.5% | +37.1% | +58.2% |
| 1Y | +84.9% | +32.9% | +52.0% | +69.0% |
| 3Y | +197.5% | +42.8% | +154.8% | +163.4% |
| 5Y | +150.6% | +35.8% | +114.8% | +120.2% |
| All | +513.6% | +246.8% | +266.8% | +295.4% |
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