+19.6%
EIX vs ZBRA
+425.5%
-406.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.8% | -3.8% | +4.6% | +1.5% |
| 30D | -18.8% | -10.2% | -8.6% | -17.3% |
| 3M | -19.7% | +58.7% | -78.4% | -26.9% |
| 6M | -18.2% | +61.9% | -80.1% | -26.4% |
| YTD | -1.7% | +41.7% | -43.4% | -9.6% |
| 1Y | +7.8% | +12.4% | -4.6% | +3.3% |
| 3Y | -5.6% | +34.2% | -39.8% | -14.8% |
| 5Y | +23.7% | -40.8% | +64.4% | +27.6% |
| All | +19.6% | +425.5% | -406.0% | -15.0% |
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