+203.4%
RSP vs EFX
+41.8%
+161.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | -11.1% | +8.0% | +0.6% |
| 30D | -3.4% | -7.4% | +4.0% | -1.2% |
| 3M | +3.6% | +1.5% | +2.1% | +2.1% |
| 6M | +9.0% | -13.7% | +22.7% | +12.9% |
| YTD | +12.2% | -21.9% | +34.0% | +19.3% |
| 1Y | +15.6% | -30.8% | +46.3% | +27.7% |
| 3Y | +51.6% | -12.4% | +64.0% | +48.5% |
| 5Y | +50.4% | -35.9% | +86.4% | +60.9% |
| All | +203.4% | +41.8% | +161.7% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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