+302.3%
NEM vs EQIX
+246.8%
+55.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +7.8% | -2.5% | +10.3% | +8.6% |
| 3M | +30.2% | 0.0% | +30.3% | +30.1% |
| 6M | +9.6% | +7.6% | +2.0% | +7.5% |
| YTD | +27.8% | +37.5% | -9.7% | +16.6% |
| 1Y | +60.7% | +32.9% | +27.8% | +47.9% |
| 3Y | +245.3% | +42.8% | +202.5% | +207.3% |
| 5Y | +155.3% | +35.8% | +119.5% | +125.9% |
| All | +302.3% | +246.8% | +55.5% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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