+219.1%
VT vs OTIS
+97.1%
+122.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -0.7% | +1.2% | +0.7% |
| 30D | +1.0% | -2.0% | +3.0% | +1.6% |
| 3M | +2.4% | +2.6% | -0.2% | +1.2% |
| 6M | +12.0% | -20.9% | +32.9% | +21.2% |
| YTD | +15.3% | -17.1% | +32.4% | +22.4% |
| 1Y | +22.6% | -15.9% | +38.5% | +29.2% |
| 3Y | +74.7% | -12.7% | +87.4% | +78.4% |
| 5Y | +66.1% | -15.7% | +81.9% | +67.1% |
| All | +219.1% | +97.1% | +122.0% | +166.3% |
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