+69.1%
OTIS vs VTRS
+46.5%
+22.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -6.0% | +3.3% | -9.3% | -6.7% |
| 3M | -0.9% | +2.0% | -2.9% | -1.5% |
| 6M | -17.3% | +19.9% | -37.3% | -20.8% |
| YTD | -19.6% | +35.7% | -55.3% | -25.2% |
| 1Y | -21.0% | +68.1% | -89.1% | -30.1% |
| 3Y | -12.1% | +87.1% | -99.2% | -26.2% |
| 5Y | -17.1% | +47.6% | -64.7% | -28.7% |
| All | +69.1% | +46.5% | +22.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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