+244.0%
EQIX vs NSC
+332.1%
-88.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +0.2% | -2.8% | +3.0% | +1.1% |
| 30D | -2.5% | -4.5% | +2.0% | -1.1% |
| 3M | 0.0% | +3.5% | -3.6% | -1.4% |
| 6M | +7.6% | +8.5% | -0.9% | +4.3% |
| YTD | +37.5% | +12.3% | +25.2% | +31.5% |
| 1Y | +32.9% | +18.9% | +14.0% | +24.6% |
| 3Y | +42.8% | +74.1% | -31.4% | +15.1% |
| 5Y | +35.8% | +43.9% | -8.1% | +15.7% |
| All | +244.0% | +332.1% | -88.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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