+66.1%
OTIS vs VTEB
+20.0%
+46.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -5.0% | -1.2% | -3.8% | -4.3% |
| 30D | -6.5% | -2.9% | -3.6% | -4.9% |
| 3M | -2.0% | -3.2% | +1.2% | -0.1% |
| 6M | -20.2% | -2.6% | -17.5% | -18.9% |
| YTD | -21.0% | -1.8% | -19.1% | -20.0% |
| 1Y | -20.9% | +0.2% | -21.1% | -20.7% |
| 3Y | -13.3% | +8.2% | -21.5% | -15.6% |
| 5Y | -18.5% | +0.8% | -19.4% | -21.4% |
| All | +66.1% | +20.0% | +46.1% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling