+243.6%
VTI vs OTIS
+91.8%
+151.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -1.6% | -4.3% | +2.7% | 0.0% |
| 3M | +3.6% | -2.2% | +5.7% | +4.1% |
| 6M | +13.0% | -19.9% | +32.9% | +22.3% |
| YTD | +12.7% | -19.3% | +32.0% | +21.3% |
| 1Y | +18.4% | -19.6% | +37.9% | +27.3% |
| 3Y | +76.4% | -11.5% | +88.0% | +78.8% |
| 5Y | +73.7% | -16.8% | +90.5% | +75.7% |
| All | +243.6% | +91.8% | +151.8% | +183.8% |
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