+12.9%
RRX vs EFV
+27.7%
-14.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +1.7% |
| 7D | -0.3% | -0.8% | +0.5% | +1.2% |
| 30D | -6.1% | +0.6% | -6.8% | -7.2% |
| 3M | -23.1% | +7.5% | -30.6% | -32.5% |
| 6M | -19.5% | +13.0% | -32.6% | -34.6% |
| YTD | +16.1% | +18.3% | -2.2% | -16.3% |
| 1Y | +12.9% | +26.7% | -13.8% | -30.9% |
| All | +12.9% | +27.7% | -14.7% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling