+42.2%
EQIX vs EXPD
+55.6%
-13.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | -0.1% | -7.2% | +7.1% | +1.7% |
| 30D | -1.8% | -3.3% | +1.4% | -1.1% |
| 3M | -3.4% | +3.4% | -6.7% | -4.3% |
| 6M | -6.0% | +22.7% | -28.7% | -11.0% |
| YTD | +34.2% | +24.5% | +9.7% | +24.4% |
| 1Y | +26.2% | +38.6% | -12.4% | +12.5% |
| 3Y | +41.7% | +71.5% | -29.8% | +13.0% |
| All | +42.2% | +55.6% | -13.4% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling