-11.8%
OTIS vs VFC
-27.2%
+15.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.2% | -2.3% | +0.2% | -2.0% |
| 30D | -4.3% | -13.4% | +9.0% | -3.3% |
| 3M | -2.2% | -23.7% | +21.5% | -0.4% |
| 6M | -19.9% | -24.5% | +4.6% | -18.5% |
| YTD | -19.3% | -27.8% | +8.5% | -17.7% |
| 1Y | -19.6% | -13.5% | -6.1% | -19.2% |
| All | -11.8% | -27.2% | +15.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling