+156.4%
EXPE vs EQIX
+242.1%
-85.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -8.7% | -1.6% | -7.0% | -8.2% |
| 30D | -13.6% | -0.4% | -13.3% | -13.7% |
| 3M | +26.6% | -0.9% | +27.6% | +26.3% |
| 6M | +19.9% | +8.1% | +11.8% | +15.9% |
| YTD | -1.7% | +35.7% | -37.4% | -13.1% |
| 1Y | +29.4% | +34.0% | -4.5% | +14.8% |
| 3Y | +155.7% | +41.4% | +114.2% | +120.1% |
| 5Y | +93.1% | +34.0% | +59.1% | +64.8% |
| All | +156.4% | +242.1% | -85.7% | +69.1% |
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