+379.7%
VRT vs OTIS
+0.6%
+379.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -3.7% |
| 7D | +10.5% | -1.3% | +11.8% | +10.6% |
| 30D | -9.3% | +12.8% | -22.1% | -11.0% |
| 3M | -29.6% | +7.4% | -37.0% | -30.3% |
| 6M | -45.4% | +7.7% | -53.1% | -46.0% |
| YTD | +24.8% | -9.3% | +34.1% | +27.4% |
| 1Y | +23.6% | -12.1% | +35.7% | +27.3% |
| 3Y | +379.7% | +0.6% | +379.0% | +303.2% |
| All | +379.7% | +0.6% | +379.1% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling