+127.7%
EXPE vs EQIX
+293.0%
-165.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.5% | +4.1% | -4.5% | -1.9% |
| 30D | -6.1% | +5.8% | -11.9% | -7.9% |
| 3M | -21.3% | -1.4% | -19.9% | -21.1% |
| 6M | +19.0% | -1.2% | +20.2% | +18.7% |
| YTD | -8.4% | +39.6% | -48.1% | -20.1% |
| 1Y | -2.8% | +36.8% | -39.6% | -14.5% |
| 3Y | +120.8% | +47.3% | +73.5% | +86.9% |
| 5Y | +46.2% | +50.1% | -3.9% | +20.8% |
| All | +127.7% | +293.0% | -165.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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