+7.3%
EIX vs RVMD
+510.7%
-503.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +1.4% | -10.4% | +11.8% | +2.2% |
| 30D | +8.5% | -11.0% | +19.5% | +9.4% |
| 3M | -13.5% | -14.7% | +1.3% | -12.5% |
| 6M | -12.4% | +14.9% | -27.3% | -13.6% |
| YTD | +5.9% | +116.3% | -110.4% | -2.6% |
| 1Y | +7.6% | +167.6% | -160.0% | -3.1% |
| 3Y | +12.8% | +776.8% | -764.0% | -11.0% |
| 5Y | +19.2% | +424.8% | -405.6% | -5.4% |
| All | +7.3% | +510.7% | -503.5% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling