+19.9%
VGT vs OTIS
-9.8%
+29.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | +0.9% |
| 7D | -6.5% | +9.5% | -16.0% | -5.0% |
| 30D | -10.6% | +21.1% | -31.7% | -8.1% |
| 3M | -3.7% | +9.0% | -12.7% | -2.0% |
| 6M | +10.4% | +6.4% | +3.9% | +12.4% |
| YTD | +23.1% | -7.1% | +30.2% | +24.3% |
| 1Y | +19.9% | -10.1% | +30.0% | +19.7% |
| All | +19.9% | -9.8% | +29.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling