+178.5%
XLE vs EQIX
+248.5%
-70.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +8.5% | +0.4% | +8.1% | +8.4% |
| 3M | +14.6% | -1.1% | +15.7% | +14.6% |
| 6M | +17.6% | +11.5% | +6.1% | +14.5% |
| YTD | +48.1% | +38.2% | +9.9% | +37.3% |
| 1Y | +53.8% | +36.7% | +17.1% | +42.7% |
| 3Y | +56.2% | +44.1% | +12.1% | +41.3% |
| 5Y | +227.7% | +34.8% | +192.9% | +195.9% |
| All | +178.5% | +248.5% | -70.0% | +90.2% |
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