+227.4%
EFX vs RNG
+309.1%
-81.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -2.3% |
| 7D | -7.8% | -0.8% | -7.0% | -7.7% |
| 30D | -5.7% | +11.4% | -17.1% | -7.6% |
| 3M | +2.5% | +72.1% | -69.6% | -7.8% |
| 6M | -16.7% | +67.9% | -84.6% | -25.3% |
| YTD | -20.2% | +144.3% | -164.5% | -33.9% |
| 1Y | -31.4% | +117.5% | -148.9% | -42.2% |
| 3Y | -10.5% | +123.9% | -134.4% | -27.2% |
| 5Y | -35.2% | -70.1% | +34.9% | -34.4% |
| 10Y | +40.2% | +215.9% | -175.7% | -4.6% |
| All | +227.4% | +309.1% | -81.7% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling