+198.3%
EQIX vs NVT
+731.8%
-533.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.3% | +0.4% |
| 7D | +0.2% | +4.1% | -3.9% | -0.7% |
| 30D | -2.5% | -5.1% | +2.7% | -1.6% |
| 3M | 0.0% | -1.2% | +1.1% | -0.5% |
| 6M | +7.6% | +46.6% | -38.9% | -2.2% |
| YTD | +37.5% | +60.0% | -22.5% | +22.0% |
| 1Y | +32.9% | +70.8% | -37.9% | +15.7% |
| 3Y | +42.8% | +187.5% | -144.8% | +6.8% |
| 5Y | +35.8% | +426.1% | -390.3% | -11.5% |
| All | +198.3% | +731.8% | -533.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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