+1,142.9%
RSP vs EFX
+919.4%
+223.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.7% | +0.3% | +0.5% | +0.6% |
| 30D | +3.7% | +29.1% | -25.4% | -8.3% |
| 3M | +0.7% | +4.3% | -3.6% | -2.4% |
| 6M | +9.0% | +7.7% | +1.3% | +2.7% |
| YTD | +16.7% | -12.5% | +29.1% | +18.9% |
| 1Y | +19.0% | -8.8% | +27.8% | +18.8% |
| 3Y | +64.7% | +4.3% | +60.4% | +45.6% |
| 5Y | +49.6% | -29.4% | +79.0% | +55.0% |
| 10Y | +213.2% | +78.1% | +135.0% | +77.7% |
| All | +1,142.9% | +919.4% | +223.6% | +134.4% |
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 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