+92.8%
EFV vs RRC
+132.2%
-39.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.5% |
| 30D | +2.0% | +21.1% | -19.1% | -0.3% |
| 3M | -1.6% | +28.4% | -30.0% | -4.6% |
| 6M | +5.8% | +26.5% | -20.7% | +2.6% |
| YTD | +15.6% | +47.0% | -31.4% | +9.8% |
| 1Y | +19.0% | +35.2% | -16.2% | +14.0% |
| 3Y | +90.7% | +61.0% | +29.7% | +76.3% |
| 5Y | +92.8% | +133.6% | -40.8% | +71.9% |
| All | +92.8% | +132.2% | -39.4% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling