-68.6%
RNG vs EFV
+95.9%
-164.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.6% |
| 7D | -6.1% | -0.8% | -5.3% | -5.1% |
| 30D | +9.6% | +0.6% | +9.0% | +8.8% |
| 3M | +83.3% | +7.5% | +75.8% | +66.2% |
| 6M | +77.9% | +13.0% | +64.9% | +48.0% |
| YTD | +139.9% | +18.3% | +121.6% | +85.6% |
| 1Y | +121.7% | +26.7% | +94.9% | +54.7% |
| 3Y | +121.9% | +89.6% | +32.3% | -16.5% |
| All | -68.6% | +95.9% | -164.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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