+54.2%
RSP vs EFX
-12.5%
+66.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.3% |
| 7D | -0.4% | -7.8% | +7.4% | +1.4% |
| 30D | -1.5% | -5.7% | +4.2% | -0.4% |
| 3M | +4.8% | +2.5% | +2.3% | +3.6% |
| 6M | +10.3% | -16.7% | +26.9% | +14.4% |
| YTD | +14.1% | -20.2% | +34.3% | +19.2% |
| 1Y | +17.0% | -31.4% | +48.4% | +27.1% |
| 3Y | +54.2% | -10.5% | +64.7% | +51.4% |
| All | +54.2% | -12.5% | +66.7% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling