+398.6%
ZS vs DVA
+161.4%
+237.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | +30.5% | -10.9% | +41.4% | +32.1% |
| 6M | +7.0% | +17.3% | -10.3% | +3.4% |
| YTD | -26.8% | +59.8% | -86.6% | -33.8% |
| 1Y | -42.6% | +36.3% | -78.9% | -46.4% |
| 3Y | -0.3% | +88.6% | -88.9% | -15.0% |
| 5Y | -39.2% | +47.5% | -86.7% | -46.6% |
| All | +398.6% | +161.4% | +237.2% | +224.5% |
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