+3.9%
OTIS vs VLTO
+56.1%
-52.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | +0.5% | +2.0% | -1.5% | -0.2% |
| 30D | +19.4% | +21.8% | -2.4% | +11.5% |
| 3M | +7.1% | +20.2% | -13.1% | +0.4% |
| 6M | +6.6% | +36.3% | -29.8% | -4.1% |
| YTD | -8.3% | +18.8% | -27.1% | -14.1% |
| 1Y | -11.6% | +20.4% | -32.0% | -17.7% |
| 3Y | +3.1% | +71.9% | -68.8% | -10.5% |
| All | +3.9% | +56.1% | -52.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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