+16.9%
EFA vs OTIS
-9.8%
+26.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.9% |
| 7D | +2.0% | +9.5% | -7.5% | +0.5% |
| 30D | +1.6% | +21.1% | -19.5% | -1.5% |
| 3M | -1.5% | +9.0% | -10.5% | -2.7% |
| 6M | +6.6% | +6.4% | +0.2% | +5.8% |
| YTD | +11.8% | -7.1% | +19.0% | +12.9% |
| 1Y | +16.9% | -10.1% | +27.0% | +19.6% |
| All | +16.9% | -9.8% | +26.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling