+47.3%
EQIX vs EXPD
+75.3%
-28.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +4.1% | +5.5% | -1.5% | +3.6% |
| 30D | +5.8% | -0.8% | +6.6% | +5.8% |
| 3M | -1.4% | +4.1% | -5.5% | -1.8% |
| 6M | -1.2% | +25.7% | -26.9% | -3.0% |
| YTD | +39.6% | +31.4% | +8.2% | +34.8% |
| 1Y | +36.8% | +42.2% | -5.3% | +29.7% |
| 3Y | +47.3% | +77.2% | -29.9% | +25.1% |
| All | +47.3% | +75.3% | -28.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling