+237.5%
EQIX vs NYT
+130.0%
+107.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -2.5% | +4.6% | -7.1% | -3.8% |
| 3M | 0.0% | -9.6% | +9.5% | +2.1% |
| 6M | +7.6% | -14.0% | +21.6% | +11.2% |
| YTD | +37.5% | -2.8% | +40.4% | +36.7% |
| 1Y | +32.9% | +15.6% | +17.3% | +25.4% |
| 3Y | +42.8% | +56.3% | -13.6% | +20.6% |
| 5Y | +35.8% | +39.5% | -3.7% | +15.5% |
| 10Y | +247.0% | +488.0% | -241.0% | +73.0% |
| All | +237.5% | +130.0% | +107.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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