-50.2%
VG vs OTIS
-15.3%
-35.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.3% |
| 7D | -8.3% | +0.5% | -8.8% | -8.0% |
| 30D | -10.3% | +19.4% | -29.8% | -5.4% |
| 3M | -10.8% | +7.1% | -17.9% | -8.6% |
| 6M | +3.5% | +6.6% | -3.1% | +6.9% |
| YTD | +74.0% | -8.3% | +82.3% | +80.6% |
| 1Y | +48.9% | -11.6% | +60.5% | +55.5% |
| All | -50.2% | -15.3% | -35.0% | -40.6% |
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