+169.1%
NTAP vs EQIX
+42.6%
+126.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.2% | +8.1% |
| 7D | +7.4% | +0.2% | +7.2% | +7.3% |
| 30D | -1.4% | -2.5% | +1.1% | -0.6% |
| 3M | +24.6% | 0.0% | +24.6% | +24.3% |
| 6M | +105.9% | +7.6% | +98.2% | +100.1% |
| YTD | +88.5% | +37.5% | +51.0% | +66.1% |
| 1Y | +62.1% | +32.9% | +29.2% | +44.6% |
| 3Y | +169.1% | +42.8% | +126.3% | +142.6% |
| All | +169.1% | +42.6% | +126.4% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling