+185.9%
NTAP vs EQIX
+246.9%
-61.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -0.5% | -1.4% | +0.9% | -0.3% |
| 3M | +4.1% | -4.4% | +8.5% | +4.7% |
| 6M | +88.0% | +7.9% | +80.0% | +85.4% |
| YTD | +75.6% | +37.3% | +38.3% | +66.3% |
| 1Y | +58.9% | +37.8% | +21.1% | +50.4% |
| 3Y | +153.6% | +42.0% | +111.6% | +138.0% |
| 5Y | +127.6% | +29.6% | +98.0% | +115.1% |
| 10Y | +580.4% | +238.3% | +342.1% | +451.8% |
| All | +185.9% | +246.9% | -61.0% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling