+78.1%
EFX vs RL
+369.1%
-291.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +29.1% | +7.6% | +21.5% | +26.4% |
| 3M | +4.3% | -1.5% | +5.8% | +4.3% |
| 6M | +7.7% | +12.1% | -4.3% | +3.5% |
| YTD | -12.5% | +13.9% | -26.4% | -16.7% |
| 1Y | -8.8% | +20.7% | -29.5% | -14.7% |
| 3Y | +4.3% | +260.6% | -256.2% | -30.2% |
| 5Y | -29.4% | +248.9% | -278.2% | -53.5% |
| 10Y | +78.1% | +355.9% | -277.8% | +8.7% |
| All | +78.1% | +369.1% | -291.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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