-35.8%
EFX vs RSG
+89.9%
-125.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -4.5% | 0.0% | -4.6% | -4.6% |
| 30D | -6.1% | +4.0% | -10.0% | -8.3% |
| 3M | +6.2% | +7.4% | -1.2% | +1.9% |
| 6M | -11.2% | +0.1% | -11.3% | -11.3% |
| YTD | -21.4% | +6.0% | -27.4% | -24.1% |
| 1Y | -34.3% | -3.0% | -31.3% | -33.0% |
| 3Y | -12.5% | +56.5% | -69.0% | -34.0% |
| All | -35.8% | +89.9% | -125.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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