+239.5%
ZETA vs DVA
+50.7%
+188.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.7% |
| 30D | +5.7% | 0.0% | +5.7% | +5.7% |
| 3M | +50.4% | -10.9% | +61.4% | +50.1% |
| 6M | +65.5% | +17.3% | +48.2% | +62.5% |
| YTD | +48.3% | +59.8% | -11.5% | +40.8% |
| 1Y | +45.4% | +36.3% | +9.1% | +40.5% |
| 3Y | +270.8% | +88.6% | +182.2% | +236.3% |
| 5Y | +336.1% | +47.5% | +288.6% | +290.9% |
| All | +239.5% | +50.7% | +188.8% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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