+1,115.4%
VST vs OTIS
+93.9%
+1,021.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +9.9% | -0.8% | +10.6% | +10.1% |
| 30D | +7.9% | -4.7% | +12.7% | +9.5% |
| 3M | +3.4% | +1.2% | +2.2% | +2.6% |
| 6M | -4.1% | -20.5% | +16.4% | +2.4% |
| YTD | -5.7% | -18.4% | +12.7% | -0.3% |
| 1Y | -18.9% | -18.1% | -0.8% | -14.6% |
| 3Y | +359.1% | -10.6% | +369.6% | +356.6% |
| 5Y | +766.9% | -16.1% | +783.0% | +764.3% |
| All | +1,115.4% | +93.9% | +1,021.4% | +830.7% |
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 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