+19.6%
EIX vs RMBS
+554.0%
-534.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.7% |
| 30D | -18.8% | -11.5% | -7.3% | -18.0% |
| 3M | -19.7% | -38.2% | +18.5% | -16.4% |
| 6M | -18.2% | -4.8% | -13.5% | -20.3% |
| YTD | -1.7% | -7.1% | +5.4% | -4.8% |
| 1Y | +7.8% | +10.7% | -2.9% | +0.6% |
| 3Y | -5.6% | +54.5% | -60.1% | -20.7% |
| 5Y | +23.7% | +261.7% | -238.0% | -18.2% |
| All | +19.6% | +554.0% | -534.5% | -39.5% |
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