+279.5%
VUG vs OTIS
+97.1%
+182.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -0.3% | -2.0% | +1.7% | +0.4% |
| 3M | -0.7% | +2.6% | -3.3% | -2.0% |
| 6M | +14.6% | -20.9% | +35.6% | +24.6% |
| YTD | +9.0% | -17.1% | +26.1% | +16.0% |
| 1Y | +14.9% | -15.9% | +30.8% | +21.3% |
| 3Y | +86.0% | -12.7% | +98.8% | +89.1% |
| 5Y | +76.7% | -15.7% | +92.4% | +75.6% |
| All | +279.5% | +97.1% | +182.4% | +220.1% |
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