+90.7%
OTIS vs VIG
+190.9%
-100.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | +3.5% | -4.8% | -4.3% |
| 30D | +12.8% | +4.9% | +7.8% | +7.9% |
| 3M | +7.4% | +2.5% | +4.9% | +4.9% |
| 6M | +7.7% | +11.0% | -3.3% | -1.9% |
| YTD | -9.3% | +16.0% | -25.2% | -20.6% |
| 1Y | -12.1% | +17.5% | -29.7% | -24.0% |
| 3Y | +0.6% | +67.0% | -66.4% | -37.2% |
| 5Y | -1.1% | +64.8% | -65.9% | -37.6% |
| All | +90.7% | +190.9% | -100.2% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling