+953.6%
VRT vs OTIS
-17.1%
+970.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -8.9% |
| 7D | +2.4% | -2.2% | +4.6% | +3.9% |
| 30D | -2.7% | -4.3% | +1.7% | +0.1% |
| 3M | -9.2% | -2.2% | -7.0% | -8.7% |
| 6M | -0.5% | -19.9% | +19.4% | +15.0% |
| YTD | +62.3% | -19.3% | +81.7% | +84.4% |
| 1Y | +109.6% | -19.6% | +129.1% | +137.3% |
| 3Y | +573.1% | -11.5% | +584.6% | +522.9% |
| 5Y | +953.6% | -16.8% | +970.4% | +791.7% |
| All | +953.6% | -17.1% | +970.7% | +791.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling