+58.1%
VT vs OTIS
+1.7%
+56.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.8% |
| 30D | -3.1% | +18.5% | -21.5% | -9.4% |
| 3M | -3.5% | +7.9% | -11.4% | -6.6% |
| 6M | +0.5% | +5.7% | -5.2% | -2.2% |
| YTD | +10.8% | -9.1% | +19.8% | +14.3% |
| 1Y | +11.9% | -11.6% | +23.5% | +16.9% |
| 3Y | +73.0% | +0.6% | +72.4% | +62.3% |
| All | +58.1% | +1.7% | +56.4% | +41.4% |
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