+1,065.2%
NRG vs EQIX
+246.8%
+818.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.0% |
| 7D | -4.7% | +0.2% | -4.8% | -4.7% |
| 30D | -6.0% | -2.5% | -3.5% | -4.8% |
| 3M | -8.0% | 0.0% | -7.9% | -8.1% |
| 6M | -23.2% | +7.6% | -30.8% | -25.6% |
| YTD | -28.1% | +37.5% | -65.6% | -37.9% |
| 1Y | -27.3% | +32.9% | -60.2% | -36.4% |
| 3Y | +208.7% | +42.8% | +165.9% | +158.7% |
| 5Y | +197.7% | +35.8% | +161.8% | +148.6% |
| All | +1,065.2% | +246.8% | +818.4% | +473.6% |
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 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