+3,590.1%
VRT vs OTIS
+87.9%
+3,502.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.5% |
| 7D | -7.7% | -5.0% | -2.7% | -5.1% |
| 30D | -12.0% | -6.5% | -5.5% | -8.8% |
| 3M | -11.7% | -2.0% | -9.7% | -11.4% |
| 6M | -8.1% | -20.2% | +12.1% | +3.1% |
| YTD | +53.2% | -21.0% | +74.2% | +71.2% |
| 1Y | +81.7% | -20.9% | +102.5% | +102.2% |
| 3Y | +535.3% | -13.3% | +548.6% | +540.7% |
| 5Y | +916.4% | -18.5% | +934.9% | +925.0% |
| All | +3,590.1% | +87.9% | +3,502.2% | +2,910.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling