-35.2%
EFX vs RL
+241.4%
-276.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.7% |
| 7D | -7.8% | +1.9% | -9.7% | -8.4% |
| 30D | -5.7% | -12.2% | +6.5% | -1.9% |
| 3M | +2.5% | -6.6% | +9.2% | +4.2% |
| 6M | -16.7% | +3.2% | -19.8% | -18.7% |
| YTD | -20.2% | -1.3% | -18.9% | -21.2% |
| 1Y | -31.4% | +13.6% | -45.0% | -35.7% |
| 3Y | -10.5% | +210.9% | -221.4% | -46.4% |
| 5Y | -35.2% | +246.9% | -282.1% | -64.3% |
| All | -35.2% | +241.4% | -276.6% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling