+0.6%
OTIS vs VT
+74.4%
-73.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +18.5% | -3.1% | +21.5% | +20.2% |
| 3M | +7.9% | -3.5% | +11.4% | +9.7% |
| 6M | +5.7% | +0.5% | +5.2% | +4.8% |
| YTD | -9.1% | +10.8% | -19.8% | -15.2% |
| 1Y | -11.6% | +11.9% | -23.5% | -18.1% |
| 3Y | +0.6% | +73.0% | -72.4% | -33.6% |
| All | +0.6% | +74.4% | -73.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling