+55.7%
ZTS vs DVA
+187.8%
-132.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | -9.7% | -10.9% | +1.2% | -8.2% |
| 6M | -38.4% | +17.3% | -55.7% | -41.0% |
| YTD | -41.1% | +59.8% | -100.9% | -47.5% |
| 1Y | -50.6% | +36.3% | -86.9% | -54.5% |
| 3Y | -59.1% | +88.6% | -147.7% | -65.5% |
| 5Y | -62.7% | +47.5% | -110.3% | -67.6% |
| All | +55.7% | +187.8% | -132.1% | +14.5% |
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