+52.7%
EFA vs OTIS
-17.8%
+70.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | -1.5% | -3.0% | +1.4% | -0.4% |
| 30D | -1.7% | -6.0% | +4.4% | +0.6% |
| 3M | +3.5% | -0.9% | +4.4% | +3.5% |
| 6M | +9.5% | -17.3% | +26.8% | +17.4% |
| YTD | +12.9% | -19.6% | +32.4% | +22.0% |
| 1Y | +18.2% | -21.0% | +39.2% | +28.5% |
| 3Y | +64.8% | -12.1% | +76.9% | +65.5% |
| All | +52.7% | -17.8% | +70.5% | +49.4% |
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