+35.9%
EIX vs ZBRA
+382.3%
-346.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +1.4% | +0.6% | +0.7% | +1.2% |
| 30D | +8.5% | -14.0% | +22.6% | +11.3% |
| 3M | -13.5% | -14.7% | +1.2% | -11.3% |
| 6M | -12.4% | +31.3% | -43.7% | -17.9% |
| YTD | +5.9% | +33.4% | -27.5% | -1.8% |
| 1Y | +7.6% | +34.1% | -26.5% | -0.4% |
| 3Y | +12.8% | +59.9% | -47.1% | -1.9% |
| 5Y | +19.2% | -45.3% | +64.5% | +24.9% |
| All | +35.9% | +382.3% | -346.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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