+3.8%
OTIS vs VLTO
+69.5%
-65.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | +5.4% | -1.2% | +2.2% |
| 30D | +20.1% | +22.3% | -2.2% | +11.6% |
| 3M | +7.6% | +19.6% | -12.0% | +0.7% |
| 6M | +4.2% | +35.2% | -31.0% | -6.4% |
| YTD | -8.1% | +17.9% | -25.9% | -13.9% |
| 1Y | -11.5% | +19.5% | -31.0% | -17.7% |
| 3Y | +3.8% | +73.9% | -70.1% | -7.7% |
| All | +3.8% | +69.5% | -65.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling