-12.1%
OTIS vs VLTO
+21.9%
-34.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +12.8% | +17.5% | -4.7% | +6.7% |
| 3M | +7.4% | +21.4% | -14.0% | +0.5% |
| 6M | +7.7% | +38.1% | -30.4% | -1.9% |
| YTD | -9.3% | +19.0% | -28.3% | -16.4% |
| 1Y | -12.1% | +20.7% | -32.8% | -19.2% |
| All | -12.1% | +21.9% | -34.0% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling