+28.2%
VRT vs OTIS
-13.4%
+41.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.3% |
| 7D | +18.6% | -3.0% | +21.6% | +17.2% |
| 30D | -11.7% | +14.0% | -25.6% | -8.7% |
| 3M | -27.3% | +4.9% | -32.2% | -25.7% |
| 6M | -42.9% | +5.4% | -48.2% | -41.3% |
| YTD | +29.5% | -10.2% | +39.7% | +27.0% |
| All | +28.2% | -13.4% | +41.7% | +20.2% |
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 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