+189.0%
EQIX vs ESTC
+31.2%
+157.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.2% |
| 7D | -0.8% | -8.1% | +7.3% | +0.4% |
| 30D | -1.4% | +31.7% | -33.1% | -6.0% |
| 3M | -4.4% | +41.1% | -45.5% | -10.0% |
| 6M | +7.9% | +77.1% | -69.1% | -2.6% |
| YTD | +37.3% | +21.7% | +15.6% | +30.6% |
| 1Y | +37.8% | +8.4% | +29.4% | +32.8% |
| 3Y | +42.0% | +23.6% | +18.4% | +26.2% |
| 5Y | +29.6% | -46.5% | +76.1% | +25.3% |
| All | +189.0% | +31.2% | +157.9% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling