+3,018.4%
VRT vs OTIS
+113.5%
+2,904.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +18.6% | -3.0% | +21.6% | +20.3% |
| 30D | -11.7% | +14.0% | -25.6% | -18.3% |
| 3M | -27.3% | +4.9% | -32.2% | -29.9% |
| 6M | -42.9% | +5.4% | -48.2% | -45.4% |
| YTD | +29.5% | -10.2% | +39.7% | +33.8% |
| 1Y | +21.0% | -13.4% | +34.4% | +27.4% |
| 3Y | +403.1% | -0.7% | +403.8% | +365.5% |
| 5Y | +688.8% | -2.1% | +690.9% | +624.2% |
| All | +3,018.4% | +113.5% | +2,904.9% | +2,251.4% |
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 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