+69.1%
OTIS vs VCLT
+18.0%
+51.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | -6.0% | -1.2% | -4.8% | -5.6% |
| 3M | -0.9% | -4.8% | +3.9% | +0.9% |
| 6M | -17.3% | -2.6% | -14.8% | -16.5% |
| YTD | -19.6% | -3.3% | -16.2% | -18.5% |
| 1Y | -21.0% | -4.8% | -16.2% | -19.6% |
| 3Y | -12.1% | +11.5% | -23.6% | -15.1% |
| 5Y | -17.1% | -17.0% | -0.1% | -16.9% |
| All | +69.1% | +18.0% | +51.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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