-35.9%
EFX vs RNG
-70.1%
+34.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -11.1% | -9.6% | -1.5% | -9.0% |
| 30D | -7.4% | +8.8% | -16.2% | -9.2% |
| 3M | +1.5% | +78.6% | -77.1% | -11.6% |
| 6M | -13.7% | +70.3% | -84.0% | -24.8% |
| YTD | -21.9% | +140.3% | -162.2% | -38.0% |
| 1Y | -30.8% | +126.6% | -157.4% | -44.6% |
| 3Y | -12.4% | +120.2% | -132.6% | -32.2% |
| 5Y | -35.9% | -68.3% | +32.4% | -41.5% |
| All | -35.9% | -70.1% | +34.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling