-16.8%
OTIS vs VSH
+67.3%
-84.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.2% | +3.5% | -5.7% | -2.6% |
| 30D | -4.3% | -4.4% | +0.1% | -3.9% |
| 3M | -2.2% | -45.8% | +43.6% | +5.2% |
| 6M | -19.9% | +90.1% | -110.0% | -31.9% |
| YTD | -19.3% | +120.3% | -139.7% | -33.9% |
| 1Y | -19.6% | +112.2% | -131.8% | -34.1% |
| 3Y | -11.5% | +36.6% | -48.1% | -19.9% |
| 5Y | -16.8% | +67.0% | -83.8% | -32.6% |
| All | -16.8% | +67.3% | -84.0% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling