+292.0%
EQIX vs EXR
+215.7%
+76.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | +7.6% | -1.2% | +8.8% | +8.2% |
| 30D | +5.2% | +18.3% | -13.1% | -2.7% |
| 3M | +0.8% | +9.1% | -8.2% | -3.3% |
| 6M | +0.2% | +11.7% | -11.5% | -5.3% |
| YTD | +42.2% | +25.7% | +16.5% | +26.5% |
| 1Y | +34.7% | +24.9% | +9.8% | +20.1% |
| 3Y | +49.0% | +51.4% | -2.5% | +17.5% |
| 5Y | +52.8% | -1.9% | +54.8% | +46.9% |
| All | +292.0% | +215.7% | +76.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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