-10.1%
OTIS vs VSH
+62.1%
-72.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.1% | +8.9% | +3.7% |
| 7D | +9.5% | -13.6% | +23.1% | +9.0% |
| 30D | +21.1% | -30.4% | +51.5% | +20.4% |
| 3M | +9.0% | -33.3% | +42.3% | +8.4% |
| 6M | +6.4% | -15.1% | +21.5% | +5.3% |
| YTD | -7.1% | +80.2% | -87.3% | -12.3% |
| 1Y | -10.1% | +63.4% | -73.5% | -14.8% |
| All | -10.1% | +62.1% | -72.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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