+20.1%
EIX vs ROIV
+232.7%
-212.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | -19.1% | +0.6% | -19.7% | -19.1% |
| 30D | -16.9% | +1.0% | -17.9% | -16.9% |
| 3M | -20.0% | +18.3% | -38.3% | -20.6% |
| 6M | -21.3% | +18.3% | -39.6% | -22.0% |
| YTD | -1.7% | +61.0% | -62.7% | -4.2% |
| 1Y | +9.6% | +177.9% | -168.3% | +3.9% |
| 3Y | -3.7% | +199.1% | -202.7% | -9.5% |
| 5Y | +22.6% | +250.7% | -228.1% | +9.8% |
| All | +20.1% | +232.7% | -212.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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