+1,131.2%
EIX vs RVTY
+2,899.1%
-1,767.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.9% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | +9.1% | +1.0% | +8.1% | +8.8% |
| 3M | -10.2% | +35.8% | -46.1% | -14.9% |
| 6M | -11.2% | +56.7% | -67.9% | -18.0% |
| YTD | +4.5% | +60.7% | -56.2% | -4.5% |
| 1Y | +10.9% | +73.7% | -62.8% | 0.0% |
| 3Y | +8.4% | +82.8% | -74.3% | -4.3% |
| 5Y | +18.0% | -7.0% | +25.0% | +14.3% |
| 10Y | +30.3% | +212.3% | -182.0% | +2.8% |
| All | +1,131.2% | +2,899.1% | -1,767.9% | +499.9% |
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