+71.4%
OTIS vs VEU
+186.7%
-115.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -0.8% | +1.7% | -2.4% | -1.9% |
| 30D | -4.7% | +1.0% | -5.7% | -5.4% |
| 3M | +1.2% | +5.6% | -4.4% | -2.8% |
| 6M | -20.5% | +13.7% | -34.2% | -27.8% |
| YTD | -18.4% | +17.7% | -36.2% | -28.1% |
| 1Y | -18.1% | +25.8% | -43.8% | -31.3% |
| 3Y | -10.6% | +77.1% | -87.7% | -42.4% |
| 5Y | -16.1% | +57.1% | -73.2% | -41.9% |
| All | +71.4% | +186.7% | -115.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling