+1,147.1%
EIX vs RVTY
+3,007.5%
-1,860.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.7% |
| 7D | +0.7% | +6.0% | -5.3% | -0.3% |
| 30D | +8.8% | +4.3% | +4.5% | +7.9% |
| 3M | -10.9% | +40.2% | -51.1% | -16.0% |
| 6M | -10.3% | +59.3% | -69.6% | -17.4% |
| YTD | +5.8% | +66.5% | -60.7% | -3.8% |
| 1Y | +11.4% | +77.5% | -66.1% | +0.1% |
| 3Y | +11.1% | +92.5% | -81.4% | -2.7% |
| 5Y | +18.5% | -6.8% | +25.3% | +14.7% |
| 10Y | +32.2% | +225.4% | -193.1% | +3.7% |
| All | +1,147.1% | +3,007.5% | -1,860.4% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling