+35.9%
EIX vs RMBS
+534.0%
-498.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +1.4% | +10.3% | -9.0% | +0.4% |
| 30D | +8.5% | -10.7% | +19.3% | +9.3% |
| 3M | -13.5% | -17.2% | +3.8% | -12.5% |
| 6M | -12.4% | -39.0% | +26.7% | -9.7% |
| YTD | +5.9% | -10.5% | +16.4% | +2.3% |
| 1Y | +7.6% | -11.0% | +18.6% | +3.7% |
| 3Y | +12.8% | +31.3% | -18.6% | -2.6% |
| 5Y | +19.2% | +242.8% | -223.5% | -21.1% |
| All | +35.9% | +534.0% | -498.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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