+39.7%
EFX vs RNG
+222.9%
-183.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -4.5% | -6.1% | +1.5% | -3.4% |
| 30D | -6.1% | +9.6% | -15.7% | -7.7% |
| 3M | +6.2% | +83.3% | -77.1% | -6.0% |
| 6M | -11.2% | +77.9% | -89.2% | -21.6% |
| YTD | -21.4% | +139.9% | -161.3% | -35.3% |
| 1Y | -34.3% | +121.7% | -156.0% | -45.3% |
| 3Y | -12.5% | +121.9% | -134.4% | -29.4% |
| 5Y | -35.6% | -68.4% | +32.8% | -36.2% |
| All | +39.7% | +222.9% | -183.2% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling