-36.6%
EFX vs RRC
+154.4%
-191.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.4% | -1.7% | -7.6% | -9.1% |
| 30D | -6.9% | +3.6% | -10.5% | -7.4% |
| 3M | +0.1% | +8.8% | -8.7% | -1.4% |
| 6M | -17.3% | +0.8% | -18.1% | -17.9% |
| YTD | -21.8% | +19.0% | -40.8% | -24.7% |
| 1Y | -32.5% | +22.9% | -55.5% | -35.6% |
| 3Y | -12.3% | +32.3% | -44.7% | -18.4% |
| 5Y | -36.6% | +151.6% | -188.2% | -46.6% |
| All | -36.6% | +154.4% | -191.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling