+4.1%
VCIT vs OTIS
-0.9%
+5.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +0.6% | +12.8% | -12.2% | -0.5% |
| 3M | -2.2% | +7.4% | -9.6% | -2.9% |
| 6M | -2.3% | +7.7% | -10.0% | -3.1% |
| YTD | -2.2% | -9.3% | +7.1% | -1.5% |
| 1Y | -1.4% | -12.1% | +10.7% | -0.4% |
| 3Y | +18.7% | +0.6% | +18.1% | +17.2% |
| All | +4.1% | -0.9% | +5.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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