+244.0%
EQIX vs NLY
+81.8%
+162.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +0.2% | -4.0% | +4.2% | +1.5% |
| 30D | -2.5% | -5.2% | +2.8% | -0.8% |
| 3M | 0.0% | +2.8% | -2.9% | -1.1% |
| 6M | +7.6% | +4.2% | +3.4% | +5.9% |
| YTD | +37.5% | +4.7% | +32.8% | +34.9% |
| 1Y | +32.9% | +12.7% | +20.2% | +27.1% |
| 3Y | +42.8% | +62.5% | -19.8% | +20.8% |
| 5Y | +35.8% | +26.3% | +9.5% | +20.9% |
| All | +244.0% | +81.8% | +162.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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