-46.6%
VG vs OTIS
-16.6%
-30.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.2% |
| 7D | +5.5% | -2.9% | +8.4% | +4.5% |
| 30D | -3.6% | +16.1% | -19.7% | +0.8% |
| 3M | -4.0% | +6.7% | -10.7% | -1.8% |
| 6M | +9.4% | +6.0% | +3.4% | +12.6% |
| YTD | +86.6% | -9.8% | +96.4% | +92.7% |
| 1Y | +69.5% | -12.3% | +81.8% | +75.9% |
| All | -46.6% | -16.6% | -30.0% | -36.6% |
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