+69.1%
OTIS vs VSH
+220.4%
-151.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.4% | +0.8% |
| 7D | -3.0% | +4.8% | -7.7% | -3.7% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -0.9% | -43.1% | +42.2% | +7.4% |
| 6M | -17.3% | +91.8% | -109.1% | -31.3% |
| YTD | -19.6% | +131.6% | -151.2% | -36.4% |
| 1Y | -21.0% | +118.1% | -139.1% | -37.2% |
| 3Y | -12.1% | +40.9% | -53.0% | -23.7% |
| 5Y | -17.1% | +75.8% | -92.8% | -34.7% |
| All | +69.1% | +220.4% | -151.3% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling