+0.6%
OTIS vs VSH
+38.9%
-38.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.3% | +1.4% |
| 7D | -1.3% | +14.3% | -15.6% | -2.7% |
| 30D | +12.8% | -7.9% | +20.6% | +13.0% |
| 3M | +7.4% | -19.9% | +27.2% | +8.7% |
| 6M | +7.7% | -30.5% | +38.2% | +8.3% |
| YTD | -9.3% | +85.7% | -94.9% | -24.9% |
| 1Y | -12.1% | +98.9% | -111.0% | -28.4% |
| 3Y | +0.6% | +32.1% | -31.5% | -12.5% |
| All | +0.6% | +38.9% | -38.3% | -19.0% |
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