+165.6%
EFV vs RRC
+4.9%
+160.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | +0.6% | +2.7% | -2.0% | +0.4% |
| 3M | +7.5% | +8.8% | -1.3% | +6.5% |
| 6M | +13.0% | -1.2% | +14.2% | +12.8% |
| YTD | +18.3% | +17.6% | +0.7% | +16.0% |
| 1Y | +26.7% | +18.4% | +8.3% | +23.9% |
| 3Y | +89.6% | +33.1% | +56.5% | +81.5% |
| 5Y | +98.2% | +148.2% | -50.0% | +75.1% |
| All | +165.6% | +4.9% | +160.7% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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