+69.1%
OTIS vs VIG
+175.5%
-106.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.1% |
| 7D | -3.0% | -1.1% | -1.9% | -2.0% |
| 30D | -6.0% | -2.7% | -3.3% | -3.6% |
| 3M | -0.9% | +2.5% | -3.4% | -3.0% |
| 6M | -17.3% | +9.2% | -26.6% | -23.5% |
| YTD | -19.6% | +9.8% | -29.4% | -26.0% |
| 1Y | -21.0% | +12.4% | -33.4% | -28.9% |
| 3Y | -12.1% | +55.9% | -68.0% | -41.5% |
| 5Y | -17.1% | +63.9% | -81.0% | -47.0% |
| All | +69.1% | +175.5% | -106.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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