+27.2%
EIX vs RMBS
+260.2%
-233.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.4% |
| 7D | +0.9% | +3.0% | -2.0% | +0.8% |
| 30D | -13.5% | -14.4% | +0.9% | -13.0% |
| 3M | -15.3% | -42.8% | +27.6% | -13.4% |
| 6M | -15.3% | -1.4% | -13.9% | -16.6% |
| YTD | +2.7% | -5.4% | +8.2% | +0.8% |
| 1Y | +17.4% | +18.6% | -1.1% | +12.6% |
| 3Y | -1.3% | +57.3% | -58.6% | -10.0% |
| 5Y | +27.2% | +265.7% | -238.5% | -5.0% |
| All | +27.2% | +260.2% | -233.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling