+298.6%
EQIX vs EXPD
+337.7%
-39.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +1.8% |
| 30D | +3.4% | +0.6% | +2.8% | +3.2% |
| 3M | +3.9% | +9.8% | -5.9% | +0.8% |
| 6M | -0.7% | +25.8% | -26.5% | -7.9% |
| YTD | +41.5% | +31.3% | +10.3% | +27.3% |
| 1Y | +32.9% | +40.9% | -8.1% | +16.3% |
| 3Y | +48.3% | +74.7% | -26.4% | +16.9% |
| 5Y | +52.3% | +62.9% | -10.6% | +21.0% |
| 10Y | +298.6% | +334.3% | -35.7% | +115.1% |
| All | +298.6% | +337.7% | -39.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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