-18.1%
OTIS vs VLTO
-9.1%
-8.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -4.7% | -2.9% | -1.9% | -4.1% |
| 3M | +1.2% | +12.7% | -11.4% | -0.9% |
| 6M | -20.5% | +1.6% | -22.1% | -21.5% |
| YTD | -18.4% | -4.0% | -14.5% | -19.1% |
| 1Y | -18.1% | -10.2% | -7.9% | -18.0% |
| All | -18.1% | -9.1% | -8.9% | -18.0% |
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