+193.5%
VEA vs OTIS
+87.9%
+105.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -2.1% | -5.0% | +3.0% | -0.4% |
| 30D | -1.1% | -6.5% | +5.4% | +1.1% |
| 3M | +5.1% | -2.0% | +7.0% | +5.5% |
| 6M | +9.8% | -20.2% | +30.0% | +17.9% |
| YTD | +15.9% | -21.0% | +36.9% | +24.6% |
| 1Y | +24.6% | -20.9% | +45.4% | +33.6% |
| 3Y | +75.5% | -13.3% | +88.9% | +79.7% |
| 5Y | +59.4% | -18.5% | +77.9% | +62.7% |
| All | +193.5% | +87.9% | +105.6% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling