-11.8%
OTIS vs VSH
+35.1%
-46.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -2.2% | +3.5% | -5.7% | -2.4% |
| 30D | -4.3% | -4.4% | +0.1% | -4.1% |
| 3M | -2.2% | -45.8% | +43.6% | +1.7% |
| 6M | -19.9% | +90.1% | -110.0% | -26.9% |
| YTD | -19.3% | +120.3% | -139.7% | -28.0% |
| 1Y | -19.6% | +112.2% | -131.8% | -28.2% |
| All | -11.8% | +35.1% | -46.9% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling