+247.4%
EFV vs RRC
+170.8%
+76.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | +2.0% | +21.1% | -19.1% | -1.8% |
| 3M | -1.6% | +28.4% | -30.0% | -6.4% |
| 6M | +5.8% | +26.5% | -20.7% | +0.6% |
| YTD | +15.6% | +47.0% | -31.4% | +6.5% |
| 1Y | +19.0% | +35.2% | -16.2% | +11.1% |
| 3Y | +90.7% | +61.0% | +29.7% | +69.1% |
| 5Y | +92.8% | +133.6% | -40.8% | +51.7% |
| 10Y | +160.5% | +72.1% | +88.4% | +88.9% |
| All | +247.4% | +170.8% | +76.6% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling