+69.1%
OTIS vs ITOT
+251.4%
-182.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.3% |
| 30D | -6.0% | -1.5% | -4.6% | -5.1% |
| 3M | -0.9% | +3.6% | -4.4% | -3.4% |
| 6M | -17.3% | +13.7% | -31.0% | -24.6% |
| YTD | -19.6% | +12.9% | -32.5% | -26.4% |
| 1Y | -21.0% | +17.2% | -38.2% | -29.7% |
| 3Y | -12.1% | +75.6% | -87.7% | -42.9% |
| 5Y | -17.1% | +75.5% | -92.6% | -46.5% |
| All | +69.1% | +251.4% | -182.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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