+191.0%
EQIX vs ESTC
+23.7%
+167.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.3% | -3.3% | +5.7% | +2.8% |
| 30D | +0.4% | +13.4% | -13.0% | -2.0% |
| 3M | -1.1% | +41.3% | -42.4% | -7.0% |
| 6M | +11.5% | +62.6% | -51.1% | +1.9% |
| YTD | +38.2% | +14.8% | +23.5% | +32.6% |
| 1Y | +36.7% | -5.1% | +41.7% | +34.6% |
| 3Y | +44.1% | +11.2% | +32.9% | +30.4% |
| 5Y | +34.8% | -47.0% | +81.8% | +30.3% |
| All | +191.0% | +23.7% | +167.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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