+258.3%
EFV vs RRC
+120.5%
+137.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.5% | +1.3% | +0.2% | +1.2% |
| 30D | +1.7% | +10.1% | -8.4% | -0.1% |
| 3M | +8.6% | +4.0% | +4.6% | +7.6% |
| 6M | +11.7% | +1.6% | +10.1% | +10.7% |
| YTD | +19.3% | +19.7% | -0.4% | +14.6% |
| 1Y | +30.2% | +21.4% | +8.8% | +24.3% |
| 3Y | +91.6% | +29.7% | +61.9% | +77.1% |
| 5Y | +96.4% | +153.9% | -57.5% | +51.5% |
| 10Y | +166.5% | +10.8% | +155.7% | +114.1% |
| All | +258.3% | +120.5% | +137.9% | +98.9% |
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