+9.6%
EIX vs ZYBT
-83.2%
+92.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.8% |
| 7D | -19.1% | -6.9% | -12.2% | -19.1% |
| 30D | -16.9% | -31.8% | +14.9% | -16.9% |
| 3M | -20.0% | +94.0% | -114.0% | -19.5% |
| 6M | -21.3% | +99.0% | -120.3% | -20.6% |
| YTD | -1.7% | +40.0% | -41.7% | -1.0% |
| 1Y | +9.6% | -79.5% | +89.1% | +10.5% |
| All | +9.6% | -83.2% | +92.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling