-1.4%
EIX vs RVMD
+548.5%
-549.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | -13.5% | +1.1% | -14.6% | -13.6% |
| 3M | -15.3% | +39.6% | -54.9% | -16.7% |
| 6M | -15.3% | +110.7% | -126.0% | -19.2% |
| YTD | +2.7% | +160.3% | -157.6% | -4.4% |
| 1Y | +17.4% | +404.9% | -387.5% | +1.1% |
| All | -1.4% | +548.5% | -549.9% | -19.8% |
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