-38.0%
VG vs OTIS
-24.6%
-13.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +1.7% |
| 7D | -2.5% | -0.8% | -1.8% | -2.7% |
| 30D | +11.1% | -4.7% | +15.8% | +9.7% |
| 3M | +14.9% | +1.2% | +13.7% | +15.3% |
| 6M | +18.4% | -20.5% | +38.9% | +19.0% |
| YTD | +116.6% | -18.4% | +135.0% | +116.8% |
| 1Y | +9.4% | -18.1% | +27.4% | +9.5% |
| All | -38.0% | -24.6% | -13.4% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling