-25.6%
EFX vs RNG
+144.7%
-170.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.5% |
| 7D | -8.6% | +5.8% | -14.4% | -9.8% |
| 30D | +0.1% | +19.6% | -19.5% | -3.9% |
| 3M | +3.8% | +67.0% | -63.2% | -8.1% |
| 6M | -13.5% | +88.4% | -101.9% | -26.1% |
| YTD | -17.7% | +155.5% | -173.1% | -34.4% |
| 1Y | -25.6% | +141.7% | -167.2% | -39.6% |
| All | -25.6% | +144.7% | -170.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling