+71.4%
OTIS vs VCLT
+19.6%
+51.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -4.7% | -0.6% | -4.2% | -4.5% |
| 3M | +1.2% | -2.2% | +3.5% | +2.1% |
| 6M | -20.5% | -2.9% | -17.6% | -19.7% |
| YTD | -18.4% | -2.1% | -16.4% | -17.8% |
| 1Y | -18.1% | -2.6% | -15.5% | -17.3% |
| 3Y | -10.6% | +12.5% | -23.1% | -14.0% |
| 5Y | -16.1% | -15.3% | -0.8% | -16.3% |
| All | +71.4% | +19.6% | +51.8% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling