+71.4%
OTIS vs VIG
+176.3%
-104.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -4.7% | -2.1% | -2.6% | -2.9% |
| 3M | +1.2% | +3.3% | -2.1% | -1.6% |
| 6M | -20.5% | +9.3% | -29.8% | -26.5% |
| YTD | -18.4% | +10.1% | -28.6% | -25.2% |
| 1Y | -18.1% | +14.7% | -32.8% | -27.6% |
| 3Y | -10.6% | +56.9% | -67.5% | -40.9% |
| 5Y | -16.1% | +62.9% | -79.0% | -46.2% |
| All | +71.4% | +176.3% | -104.9% | -23.5% |
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