-21.2%
EIX vs ZYBT
-58.9%
+37.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -1.4% | -3.7% | +2.4% | -1.4% |
| 30D | -19.3% | 0.0% | -19.3% | -19.3% |
| 3M | -21.7% | +72.2% | -93.9% | -21.5% |
| 6M | -19.8% | +103.1% | -123.0% | -20.1% |
| YTD | -3.0% | +34.8% | -37.8% | -2.9% |
| 1Y | +5.1% | -83.2% | +88.3% | +9.3% |
| All | -21.2% | -58.9% | +37.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling