-12.5%
EFX vs RRX
+5.4%
-17.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.2% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | -6.1% | -6.1% | +0.1% | -5.0% |
| 3M | +6.2% | -23.1% | +29.3% | +10.5% |
| 6M | -11.2% | -19.5% | +8.3% | -10.1% |
| YTD | -21.4% | +16.1% | -37.5% | -29.6% |
| 1Y | -34.3% | +12.9% | -47.2% | -41.1% |
| 3Y | -12.5% | +7.9% | -20.5% | -20.0% |
| All | -12.5% | +5.4% | -17.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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