+38.9%
EFX vs RRC
+6.5%
+32.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -11.1% | -1.2% | -10.0% | -11.0% |
| 30D | -7.4% | +3.0% | -10.4% | -7.6% |
| 3M | +1.5% | +7.3% | -5.8% | +0.8% |
| 6M | -13.7% | +3.6% | -17.3% | -14.2% |
| YTD | -21.9% | +19.4% | -41.2% | -23.5% |
| 1Y | -30.8% | +21.4% | -52.2% | -32.4% |
| 3Y | -12.4% | +32.8% | -45.1% | -15.7% |
| 5Y | -35.9% | +152.0% | -187.9% | -42.2% |
| All | +38.9% | +6.5% | +32.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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