+417.8%
VGT vs OTIS
+91.8%
+326.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.5% | -2.2% | +3.6% | +2.3% |
| 30D | +0.5% | -4.3% | +4.9% | +2.1% |
| 3M | +5.3% | -2.2% | +7.4% | +5.7% |
| 6M | +32.4% | -19.9% | +52.3% | +43.5% |
| YTD | +28.6% | -19.3% | +47.9% | +38.4% |
| 1Y | +37.6% | -19.6% | +57.2% | +48.0% |
| 3Y | +125.5% | -11.5% | +137.0% | +127.1% |
| 5Y | +135.2% | -16.8% | +152.0% | +135.3% |
| All | +417.8% | +91.8% | +326.0% | +339.4% |
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