+12.8%
EIX vs RVMD
+781.3%
-768.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +1.4% | -10.4% | +11.8% | +1.9% |
| 30D | +8.5% | -11.0% | +19.5% | +9.1% |
| 3M | -13.5% | -14.7% | +1.3% | -12.8% |
| 6M | -12.4% | +14.9% | -27.3% | -12.8% |
| YTD | +5.9% | +116.3% | -110.4% | +0.2% |
| 1Y | +7.6% | +167.6% | -160.0% | -1.0% |
| 3Y | +12.8% | +776.8% | -764.0% | -21.6% |
| All | +12.8% | +781.3% | -768.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling