+248.7%
EFV vs RRC
+172.7%
+76.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.5% | +6.4% | -3.8% | +1.4% |
| 30D | +2.9% | +23.9% | -21.0% | -1.3% |
| 3M | -1.4% | +30.2% | -31.6% | -6.5% |
| 6M | +5.5% | +26.3% | -20.7% | +0.4% |
| YTD | +16.1% | +48.1% | -32.0% | +6.8% |
| 1Y | +20.3% | +37.7% | -17.4% | +12.0% |
| 3Y | +90.4% | +60.3% | +30.1% | +69.1% |
| 5Y | +93.5% | +135.3% | -41.8% | +52.1% |
| 10Y | +161.5% | +73.3% | +88.2% | +89.3% |
| All | +248.7% | +172.7% | +76.0% | +85.4% |
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