+43.5%
EQIX vs EXEL
+164.8%
-121.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +0.4% | +10.1% | -9.7% | -0.5% |
| 3M | -1.1% | +10.1% | -11.2% | -2.1% |
| 6M | +11.5% | +37.7% | -26.2% | +7.8% |
| YTD | +38.2% | +33.1% | +5.1% | +33.9% |
| 1Y | +36.7% | +52.4% | -15.7% | +30.2% |
| All | +43.5% | +164.8% | -121.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling