+901.7%
EFX vs RSG
+2,013.0%
-1,111.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -9.4% | 0.0% | -9.4% | -9.3% |
| 30D | -6.9% | +3.7% | -10.5% | -8.0% |
| 3M | +0.1% | +6.2% | -6.0% | -1.7% |
| 6M | -17.3% | -2.8% | -14.6% | -16.5% |
| YTD | -21.8% | +5.9% | -27.7% | -23.2% |
| 1Y | -32.5% | -1.8% | -30.8% | -32.0% |
| 3Y | -12.3% | +57.5% | -69.8% | -24.6% |
| 5Y | -36.6% | +91.1% | -127.7% | -48.9% |
| 10Y | +41.0% | +428.1% | -387.1% | -15.6% |
| All | +901.7% | +2,013.0% | -1,111.2% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling