+93.2%
OTIS vs VT
+205.4%
-112.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.2% | -2.3% | +6.6% | +5.9% |
| 30D | +20.1% | -5.0% | +25.1% | +24.3% |
| 3M | +7.6% | -4.9% | +12.5% | +11.2% |
| 6M | +4.2% | -1.5% | +5.7% | +4.6% |
| YTD | -8.1% | +8.5% | -16.6% | -14.6% |
| 1Y | -11.5% | +11.4% | -22.9% | -19.5% |
| 3Y | +3.8% | +70.1% | -66.3% | -33.7% |
| 5Y | +5.0% | +53.7% | -48.7% | -27.9% |
| All | +93.2% | +205.4% | -112.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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