+4,071.9%
VRT vs OTIS
+97.1%
+3,974.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.6% |
| 7D | +9.1% | -0.7% | +9.9% | +9.6% |
| 30D | +0.9% | -2.0% | +2.9% | +1.9% |
| 3M | -13.4% | +2.6% | -15.9% | -15.2% |
| 6M | +11.7% | -20.9% | +32.6% | +25.8% |
| YTD | +73.2% | -17.1% | +90.3% | +88.7% |
| 1Y | +123.4% | -15.9% | +139.3% | +140.4% |
| 3Y | +606.2% | -12.7% | +618.9% | +613.0% |
| 5Y | +899.9% | -15.7% | +915.6% | +886.6% |
| All | +4,071.9% | +97.1% | +3,974.8% | +3,216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling