+64.8%
EFA vs OTIS
-12.3%
+77.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -1.5% | -3.0% | +1.4% | -0.7% |
| 30D | -1.7% | -6.0% | +4.4% | 0.0% |
| 3M | +3.5% | -0.9% | +4.4% | +3.5% |
| 6M | +9.5% | -17.3% | +26.8% | +15.4% |
| YTD | +12.9% | -19.6% | +32.4% | +19.6% |
| 1Y | +18.2% | -21.0% | +39.2% | +25.8% |
| 3Y | +64.8% | -12.1% | +76.9% | +60.2% |
| All | +64.8% | -12.3% | +77.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling