-16.5%
OTIS vs VYM
+77.5%
-94.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.2% |
| 30D | -6.0% | -2.2% | -3.8% | -4.0% |
| 3M | -0.9% | +3.1% | -3.9% | -3.6% |
| 6M | -17.3% | +9.7% | -27.0% | -24.1% |
| YTD | -19.6% | +14.9% | -34.5% | -29.4% |
| 1Y | -21.0% | +17.6% | -38.6% | -32.3% |
| 3Y | -12.1% | +65.3% | -77.4% | -47.2% |
| All | -16.5% | +77.5% | -94.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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