-19.2%
EIX vs ZYBT
-58.4%
+39.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | -15.3% | -12.8% | -2.5% | -15.3% |
| 3M | -18.4% | +76.2% | -94.6% | -18.2% |
| 6M | -16.8% | +109.3% | -126.2% | -17.2% |
| YTD | -0.6% | +36.5% | -37.1% | -0.4% |
| 1Y | +10.7% | -84.0% | +94.7% | +15.2% |
| All | -19.2% | -58.4% | +39.2% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling