+30.4%
EQIX vs ESTC
-47.2%
+77.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.0% |
| 7D | +1.3% | -4.3% | +5.6% | +1.9% |
| 30D | +0.3% | +17.7% | -17.4% | -2.3% |
| 3M | -1.6% | +42.3% | -43.8% | -6.9% |
| 6M | +12.2% | +64.6% | -52.4% | +3.3% |
| YTD | +38.0% | +17.2% | +20.8% | +32.8% |
| 1Y | +38.9% | -4.2% | +43.1% | +37.4% |
| 3Y | +43.8% | +13.5% | +30.3% | +30.3% |
| 5Y | +30.4% | -45.5% | +75.9% | +21.6% |
| All | +30.4% | -47.2% | +77.6% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling