+217.3%
RRX vs EFV
+169.9%
+47.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.4% |
| 7D | -0.3% | -0.8% | +0.5% | +0.7% |
| 30D | -6.1% | +0.6% | -6.8% | -6.8% |
| 3M | -23.1% | +7.5% | -30.6% | -29.5% |
| 6M | -19.5% | +13.0% | -32.6% | -29.7% |
| YTD | +16.1% | +18.3% | -2.2% | -4.0% |
| 1Y | +12.9% | +26.7% | -13.8% | -13.7% |
| 3Y | +7.9% | +89.6% | -81.6% | -48.2% |
| 5Y | +19.1% | +98.2% | -79.1% | -45.7% |
| All | +217.3% | +169.9% | +47.4% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling