-12.1%
OTIS vs VTEB
+8.6%
-20.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.3% |
| 7D | -3.0% | -0.9% | -2.0% | -1.8% |
| 30D | -6.0% | -2.5% | -3.5% | -2.9% |
| 3M | -0.9% | -3.0% | +2.1% | +3.0% |
| 6M | -17.3% | -2.1% | -15.2% | -14.9% |
| YTD | -19.6% | -1.5% | -18.1% | -17.8% |
| 1Y | -21.0% | +0.2% | -21.2% | -20.6% |
| 3Y | -12.1% | +8.6% | -20.6% | -21.2% |
| All | -12.1% | +8.6% | -20.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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