+294.9%
ZETA vs DVA
+64.3%
+230.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | +18.1% | -8.8% | +26.9% | +18.3% |
| 30D | +13.6% | -3.4% | +17.0% | +13.6% |
| 3M | +23.7% | -2.6% | +26.3% | +23.7% |
| 6M | +128.5% | -11.9% | +140.4% | +127.7% |
| YTD | +80.1% | +53.6% | +26.4% | +68.9% |
| 1Y | +98.0% | +41.9% | +56.1% | +87.8% |
| 3Y | +348.6% | +97.5% | +251.1% | +292.7% |
| All | +294.9% | +64.3% | +230.6% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling