-11.5%
OTIS vs VT
+10.5%
-22.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.2% | -2.3% | +6.6% | +4.7% |
| 30D | +20.1% | -5.0% | +25.1% | +21.4% |
| 3M | +7.6% | -4.9% | +12.5% | +8.7% |
| 6M | +4.2% | -1.5% | +5.7% | +4.0% |
| YTD | -8.1% | +8.5% | -16.6% | -11.9% |
| 1Y | -11.5% | +11.4% | -22.9% | -15.5% |
| All | -11.5% | +10.5% | -22.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling