+90.0%
RSG vs EFV
+95.9%
-5.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +4.0% | +0.6% | +3.3% | +3.8% |
| 3M | +7.4% | +7.5% | -0.2% | +5.0% |
| 6M | +0.1% | +13.0% | -12.9% | -4.0% |
| YTD | +6.0% | +18.3% | -12.3% | -0.2% |
| 1Y | -3.0% | +26.7% | -29.7% | -11.0% |
| 3Y | +56.5% | +89.6% | -33.1% | +22.5% |
| All | +90.0% | +95.9% | -5.9% | +42.0% |
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