-13.0%
EFX vs RNG
+122.1%
-135.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -9.4% | -4.1% | -5.3% | -8.4% |
| 30D | -6.9% | +8.6% | -15.5% | -8.7% |
| 3M | +0.1% | +78.0% | -77.8% | -12.8% |
| 6M | -17.3% | +67.0% | -84.4% | -27.8% |
| YTD | -21.8% | +142.4% | -164.3% | -38.1% |
| 1Y | -32.5% | +120.4% | -153.0% | -45.6% |
| All | -13.0% | +122.1% | -135.0% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling