-62.8%
ZTS vs DVA
+40.8%
-103.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -3.3% | +1.7% | -5.0% | -3.5% |
| 3M | -9.7% | -8.7% | -1.1% | -9.0% |
| 6M | -38.8% | +19.7% | -58.5% | -40.7% |
| YTD | -41.2% | +59.6% | -100.8% | -45.5% |
| 1Y | -50.3% | +37.1% | -87.4% | -52.9% |
| 3Y | -59.1% | +89.8% | -148.9% | -63.0% |
| 5Y | -62.8% | +47.4% | -110.1% | -66.3% |
| All | -62.8% | +40.8% | -103.6% | -66.3% |
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