+1,058.2%
EIX vs RVTY
+2,416.7%
-1,358.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -19.1% | +1.1% | -20.2% | -19.3% |
| 30D | -16.9% | +13.2% | -30.1% | -18.6% |
| 3M | -20.0% | +27.2% | -47.3% | -23.3% |
| 6M | -21.3% | +32.4% | -53.7% | -25.3% |
| YTD | -1.7% | +34.9% | -36.6% | -7.3% |
| 1Y | +9.6% | +52.4% | -42.8% | +1.1% |
| 3Y | -3.7% | +12.3% | -16.0% | -8.1% |
| 5Y | +22.6% | -30.8% | +53.4% | +24.8% |
| 10Y | +17.7% | +150.7% | -133.0% | -3.6% |
| All | +1,058.2% | +2,416.7% | -1,358.5% | +482.4% |
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