-35.8%
EFX vs RRX
+17.8%
-53.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.5% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | -6.1% | -6.1% | +0.1% | -4.6% |
| 3M | +6.2% | -23.1% | +29.3% | +12.2% |
| 6M | -11.2% | -19.5% | +8.3% | -9.4% |
| YTD | -21.4% | +16.1% | -37.5% | -31.0% |
| 1Y | -34.3% | +12.9% | -47.2% | -42.3% |
| 3Y | -12.5% | +7.9% | -20.5% | -24.8% |
| All | -35.8% | +17.8% | -53.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling