+18.0%
EIX vs RSG
+428.9%
-411.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -19.3% | +4.0% | -23.3% | -21.1% |
| 3M | -21.7% | +7.4% | -29.0% | -25.1% |
| 6M | -19.8% | +0.1% | -19.9% | -20.3% |
| YTD | -3.0% | +6.0% | -9.1% | -7.1% |
| 1Y | +5.1% | -3.0% | +8.1% | +6.2% |
| 3Y | -7.0% | +56.5% | -63.5% | -32.4% |
| 5Y | +22.0% | +90.9% | -68.9% | -23.8% |
| All | +18.0% | +428.9% | -411.0% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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