+420.8%
RSG vs EFV
+169.9%
+250.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +4.0% | +0.6% | +3.3% | +3.6% |
| 3M | +7.4% | +7.5% | -0.2% | +3.2% |
| 6M | +0.1% | +13.0% | -12.9% | -6.7% |
| YTD | +6.0% | +18.3% | -12.3% | -3.9% |
| 1Y | -3.0% | +26.7% | -29.7% | -15.5% |
| 3Y | +56.5% | +89.6% | -33.1% | +7.1% |
| 5Y | +90.9% | +98.2% | -7.3% | +25.5% |
| All | +420.8% | +169.9% | +250.9% | +175.3% |
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 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