+74.2%
OTIS vs VFC
-70.1%
+144.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -2.0% | -11.6% | +9.6% | -0.2% |
| 3M | +2.6% | -18.1% | +20.7% | +5.1% |
| 6M | -20.9% | -27.4% | +6.4% | -17.7% |
| YTD | -17.1% | -24.8% | +7.7% | -14.4% |
| 1Y | -15.9% | -8.2% | -7.7% | -16.3% |
| 3Y | -12.7% | -29.1% | +16.4% | -15.8% |
| 5Y | -15.7% | -79.2% | +63.4% | +11.1% |
| All | +74.2% | -70.1% | +144.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling