+3,809.6%
VRT vs OTIS
+91.8%
+3,717.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.0% |
| 7D | +2.4% | -2.2% | +4.6% | +3.6% |
| 30D | -2.7% | -4.3% | +1.7% | -0.5% |
| 3M | -9.2% | -2.2% | -7.0% | -8.7% |
| 6M | -0.5% | -19.9% | +19.4% | +11.3% |
| YTD | +62.3% | -19.3% | +81.7% | +79.4% |
| 1Y | +109.6% | -19.6% | +129.1% | +131.2% |
| 3Y | +573.1% | -11.5% | +584.6% | +571.2% |
| 5Y | +953.6% | -16.8% | +970.4% | +950.3% |
| All | +3,809.6% | +91.8% | +3,717.8% | +3,053.2% |
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