-48.0%
ZTS vs DVA
+105.9%
-154.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +5.6% | -8.8% | +14.3% | +6.7% |
| 30D | +12.1% | -3.4% | +15.5% | +12.4% |
| 3M | +11.3% | -2.6% | +13.8% | +11.4% |
| 6M | +14.3% | -11.9% | +26.2% | +15.5% |
| YTD | -31.9% | +53.6% | -85.5% | -37.6% |
| 1Y | -29.3% | +41.9% | -71.1% | -34.0% |
| 3Y | -48.0% | +97.5% | -145.6% | -56.4% |
| All | -48.0% | +105.9% | -154.0% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling