+1,127.7%
RSP vs EFX
+858.8%
+268.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | +2.4% |
| 7D | -0.8% | -8.6% | +7.9% | +3.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.8% |
| 3M | +4.3% | +3.8% | +0.4% | +1.0% |
| 6M | +8.8% | -13.5% | +22.3% | +13.8% |
| YTD | +15.3% | -17.7% | +32.9% | +21.9% |
| 1Y | +18.3% | -25.6% | +43.9% | +30.3% |
| 3Y | +52.8% | -12.1% | +64.9% | +47.6% |
| 5Y | +51.7% | -33.8% | +85.5% | +62.8% |
| 10Y | +208.5% | +45.1% | +163.3% | +97.4% |
| All | +1,127.7% | +858.8% | +268.9% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling