+166.5%
ZTS vs DVA
+211.4%
-45.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.5% |
| 7D | -4.8% | +2.2% | -7.0% | -5.2% |
| 30D | +1.2% | -2.0% | +3.3% | +1.6% |
| 3M | -6.0% | -6.3% | +0.2% | -5.3% |
| 6M | -38.7% | +19.4% | -58.2% | -42.0% |
| YTD | -40.6% | +58.5% | -99.1% | -47.7% |
| 1Y | -50.6% | +33.9% | -84.5% | -54.8% |
| 3Y | -58.7% | +88.4% | -147.2% | -66.0% |
| 5Y | -62.8% | +39.5% | -102.3% | -67.9% |
| 10Y | +56.2% | +179.5% | -123.3% | +3.1% |
| All | +166.5% | +211.4% | -45.0% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling