+636.8%
RRX vs EFV
+256.4%
+380.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | +4.3% | +1.0% | +3.3% | +3.3% |
| 30D | -8.0% | +0.2% | -8.2% | -8.2% |
| 3M | -22.0% | +9.6% | -31.6% | -28.4% |
| 6M | -11.9% | +14.0% | -25.9% | -21.3% |
| YTD | +17.1% | +18.5% | -1.4% | +1.1% |
| 1Y | +14.9% | +27.9% | -13.0% | -7.4% |
| 3Y | +6.9% | +92.4% | -85.6% | -40.4% |
| 5Y | +19.6% | +97.2% | -77.6% | -34.3% |
| 10Y | +215.9% | +163.0% | +52.9% | +38.9% |
| All | +636.8% | +256.4% | +380.4% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling