+213.1%
VTV vs OTIS
+91.3%
+121.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.1% |
| 30D | -1.0% | -6.0% | +5.0% | +1.1% |
| 3M | +4.6% | -0.9% | +5.5% | +4.7% |
| 6M | +13.5% | -17.3% | +30.8% | +21.0% |
| YTD | +18.5% | -19.6% | +38.1% | +27.2% |
| 1Y | +22.9% | -21.0% | +43.9% | +32.7% |
| 3Y | +67.8% | -12.1% | +79.9% | +71.2% |
| 5Y | +81.8% | -17.1% | +98.9% | +85.7% |
| All | +213.1% | +91.3% | +121.8% | +154.3% |
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 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