+192.9%
XOM vs EQIX
+246.8%
-53.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | +4.6% | -2.5% | +7.1% | +4.9% |
| 3M | +14.0% | 0.0% | +14.0% | +13.8% |
| 6M | +11.0% | +7.6% | +3.3% | +9.5% |
| YTD | +40.7% | +37.5% | +3.2% | +33.5% |
| 1Y | +52.3% | +32.9% | +19.4% | +45.2% |
| 3Y | +60.5% | +42.8% | +17.7% | +49.3% |
| 5Y | +266.4% | +35.8% | +230.6% | +239.4% |
| All | +192.9% | +246.8% | -53.9% | +113.3% |
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