+54.5%
EQIX vs EXE
+182.2%
-127.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -2.5% | -0.9% | -1.6% | -2.4% |
| 3M | 0.0% | +9.6% | -9.6% | -1.2% |
| 6M | +7.6% | -11.6% | +19.3% | +8.9% |
| YTD | +37.5% | -12.6% | +50.1% | +39.1% |
| 1Y | +32.9% | +1.2% | +31.7% | +31.7% |
| 3Y | +42.8% | +18.0% | +24.7% | +38.6% |
| 5Y | +35.8% | +101.1% | -65.3% | +33.8% |
| All | +54.5% | +182.2% | -127.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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