+69.1%
OTIS vs VICR
+470.7%
-401.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.4% | +1.0% |
| 7D | -3.0% | +5.0% | -7.9% | -3.4% |
| 30D | -6.0% | -12.5% | +6.5% | -5.3% |
| 3M | -0.9% | -33.6% | +32.7% | +1.1% |
| 6M | -17.3% | +10.7% | -28.0% | -20.6% |
| YTD | -19.6% | +80.6% | -100.1% | -26.8% |
| 1Y | -21.0% | +288.4% | -309.4% | -34.0% |
| 3Y | -12.1% | +213.8% | -225.9% | -28.5% |
| 5Y | -17.1% | +58.8% | -75.9% | -30.0% |
| All | +69.1% | +470.7% | -401.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling