+24.0%
EIX vs ZBRA
-40.4%
+64.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.9% |
| 7D | +4.1% | -1.8% | +5.9% | +4.3% |
| 30D | -15.3% | -8.8% | -6.5% | -14.3% |
| 3M | -18.4% | +47.2% | -65.7% | -23.7% |
| 6M | -16.8% | +61.3% | -78.1% | -23.7% |
| YTD | -0.6% | +42.0% | -42.6% | -7.1% |
| 1Y | +10.7% | +10.5% | +0.2% | +7.5% |
| 3Y | -4.5% | +34.5% | -39.0% | -12.2% |
| 5Y | +24.0% | -40.3% | +64.3% | +18.8% |
| All | +24.0% | -40.4% | +64.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling