-18.5%
OTIS vs VEU
+53.0%
-71.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.2% |
| 7D | -5.0% | -1.9% | -3.1% | -3.8% |
| 30D | -6.5% | -0.7% | -5.8% | -6.0% |
| 3M | -2.0% | +4.9% | -6.8% | -5.5% |
| 6M | -20.2% | +9.8% | -30.0% | -26.0% |
| YTD | -21.0% | +15.3% | -36.3% | -29.8% |
| 1Y | -20.9% | +23.0% | -43.9% | -33.3% |
| 3Y | -13.3% | +73.5% | -86.8% | -45.6% |
| 5Y | -18.5% | +54.5% | -73.0% | -44.1% |
| All | -18.5% | +53.0% | -71.6% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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