+76.0%
VUG vs OTIS
-17.1%
+93.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +1.1% |
| 30D | -1.7% | -4.3% | +2.6% | +0.2% |
| 3M | +2.8% | -2.2% | +5.0% | +3.4% |
| 6M | +13.6% | -19.9% | +33.5% | +25.3% |
| YTD | +8.1% | -19.3% | +27.4% | +18.2% |
| 1Y | +13.1% | -19.6% | +32.6% | +23.5% |
| 3Y | +87.0% | -11.5% | +98.5% | +82.1% |
| 5Y | +76.0% | -16.8% | +92.7% | +66.4% |
| All | +76.0% | -17.1% | +93.1% | +66.4% |
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