-0.5%
EIX vs RVMD
+620.8%
-621.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +0.8% | -3.6% | +4.4% | +1.1% |
| 30D | -18.8% | -1.1% | -17.7% | -18.7% |
| 3M | -19.7% | +41.0% | -60.7% | -21.8% |
| 6M | -18.2% | +105.7% | -123.9% | -23.6% |
| YTD | -1.7% | +155.3% | -157.0% | -10.6% |
| 1Y | +7.8% | +402.7% | -395.0% | -8.6% |
| 3Y | -5.6% | +533.1% | -538.7% | -23.9% |
| 5Y | +23.7% | +583.5% | -559.9% | -4.6% |
| All | -0.5% | +620.8% | -621.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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