+239.3%
EQIX vs NSC
+2,966.9%
-2,727.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +3.1% |
| 30D | +0.4% | -3.2% | +3.6% | +1.6% |
| 3M | -1.1% | +3.9% | -5.0% | -2.8% |
| 6M | +11.5% | +7.8% | +3.7% | +7.7% |
| YTD | +38.2% | +13.4% | +24.8% | +30.8% |
| 1Y | +36.7% | +20.3% | +16.4% | +26.3% |
| 3Y | +44.1% | +76.1% | -32.0% | +12.3% |
| 5Y | +34.8% | +45.0% | -10.2% | +12.0% |
| 10Y | +248.8% | +335.7% | -86.9% | +74.3% |
| All | +239.3% | +2,966.9% | -2,727.6% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling