+229.4%
EQIX vs EXPD
+1,886.6%
-1,657.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | -0.1% | -7.2% | +7.1% | +3.1% |
| 30D | -1.8% | -3.3% | +1.4% | -0.5% |
| 3M | -3.4% | +3.4% | -6.7% | -5.0% |
| 6M | -6.0% | +22.7% | -28.7% | -14.6% |
| YTD | +34.2% | +24.5% | +9.7% | +18.6% |
| 1Y | +26.2% | +38.6% | -12.4% | +6.1% |
| 3Y | +41.7% | +71.5% | -29.8% | +5.2% |
| 5Y | +43.1% | +56.2% | -13.2% | +8.7% |
| 10Y | +260.8% | +310.5% | -49.7% | +66.5% |
| All | +229.4% | +1,886.6% | -1,657.2% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling