+1,345.6%
RSG vs EFV
+253.2%
+1,092.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +3.7% | 0.0% | +3.6% | +3.6% |
| 3M | +6.2% | +8.4% | -2.3% | +1.2% |
| 6M | -2.8% | +12.3% | -15.1% | -9.5% |
| YTD | +5.9% | +17.4% | -11.5% | -4.1% |
| 1Y | -1.8% | +27.1% | -28.9% | -15.0% |
| 3Y | +57.5% | +90.7% | -33.2% | +7.0% |
| 5Y | +91.1% | +95.6% | -4.5% | +26.2% |
| 10Y | +428.1% | +165.3% | +262.8% | +186.4% |
| All | +1,345.6% | +253.2% | +1,092.4% | +513.4% |
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