+94.5%
OTIS vs VT
+204.7%
-110.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +2.6% |
| 7D | +6.5% | -4.2% | +10.7% | +9.8% |
| 30D | +19.6% | -5.8% | +25.4% | +24.7% |
| 3M | +9.4% | -5.2% | +14.6% | +13.4% |
| 6M | +6.4% | +0.1% | +6.3% | +5.4% |
| YTD | -7.5% | +8.2% | -15.7% | -13.9% |
| 1Y | -11.0% | +10.1% | -21.1% | -18.4% |
| 3Y | +5.2% | +69.7% | -64.5% | -32.7% |
| 5Y | +5.7% | +53.4% | -47.7% | -27.3% |
| All | +94.5% | +204.7% | -110.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling