+22.7%
EIX vs RVTY
+140.1%
-117.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +5.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -13.5% | +10.8% | -24.4% | -15.6% |
| 3M | -15.3% | +26.8% | -42.0% | -19.9% |
| 6M | -15.3% | +39.3% | -54.7% | -22.1% |
| YTD | +2.7% | +31.6% | -28.9% | -4.7% |
| 1Y | +17.4% | +47.7% | -30.2% | +5.7% |
| 3Y | -1.3% | +19.9% | -21.3% | -9.3% |
| 5Y | +27.2% | -32.3% | +59.5% | +31.7% |
| 10Y | +22.7% | +138.4% | -115.7% | -13.2% |
| All | +22.7% | +140.1% | -117.3% | -13.2% |
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