+58.8%
ZTS vs EIX
+19.9%
+38.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.5% |
| 7D | -3.8% | +4.1% | -7.8% | -4.8% |
| 30D | -2.0% | -15.3% | +13.3% | +0.8% |
| 3M | -10.2% | -18.4% | +8.2% | -6.9% |
| 6M | -39.4% | -16.8% | -22.6% | -37.7% |
| YTD | -40.8% | -0.6% | -40.3% | -42.4% |
| 1Y | -50.1% | +10.7% | -60.8% | -53.1% |
| 3Y | -58.9% | -4.5% | -54.4% | -60.4% |
| 5Y | -62.4% | +24.0% | -86.4% | -66.8% |
| 10Y | +58.8% | +22.9% | +35.9% | +31.8% |
| All | +58.8% | +19.9% | +38.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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