-16.5%
OTIS vs VTEB
+1.2%
-17.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | -3.0% | -0.9% | -2.0% | -1.9% |
| 30D | -6.0% | -2.5% | -3.5% | -3.3% |
| 3M | -0.9% | -3.0% | +2.1% | +2.5% |
| 6M | -17.3% | -2.1% | -15.2% | -15.3% |
| YTD | -19.6% | -1.5% | -18.1% | -18.0% |
| 1Y | -21.0% | +0.2% | -21.2% | -20.8% |
| 3Y | -12.1% | +8.6% | -20.6% | -18.4% |
| All | -16.5% | +1.2% | -17.7% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling