+34.8%
EQIX vs EXE
+100.7%
-65.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.3% | -2.7% | +5.1% | +2.7% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | -1.1% | +9.5% | -10.6% | -2.4% |
| 6M | +11.5% | -9.3% | +20.8% | +12.6% |
| YTD | +38.2% | -10.9% | +49.1% | +39.8% |
| 1Y | +36.7% | +4.3% | +32.4% | +34.6% |
| 3Y | +44.1% | +18.8% | +25.3% | +38.9% |
| 5Y | +34.8% | +101.4% | -66.6% | +29.4% |
| All | +34.8% | +100.7% | -65.8% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling