+34.3%
EIX vs RVTY
+219.6%
-185.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +7.7% | +1.7% | +6.0% | +7.1% |
| 3M | -12.9% | +36.8% | -49.7% | -18.9% |
| 6M | -12.7% | +60.1% | -72.8% | -21.7% |
| YTD | +5.5% | +64.0% | -58.5% | -6.9% |
| 1Y | +9.4% | +68.2% | -58.8% | -4.1% |
| 3Y | +9.7% | +88.8% | -79.1% | -8.9% |
| 5Y | +16.9% | -10.5% | +27.5% | +13.6% |
| 10Y | +34.3% | +219.7% | -185.4% | -8.2% |
| All | +34.3% | +219.6% | -185.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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