+22.0%
FLUT vs OTIS
+87.9%
-65.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.1% |
| 7D | -3.6% | -5.0% | +1.4% | -1.6% |
| 30D | -0.3% | -6.5% | +6.1% | +2.3% |
| 3M | -12.6% | -2.0% | -10.7% | -11.9% |
| 6M | -8.0% | -20.2% | +12.2% | +0.1% |
| YTD | -54.1% | -21.0% | -33.1% | -50.0% |
| 1Y | -66.1% | -20.9% | -45.3% | -63.1% |
| 3Y | -45.0% | -13.3% | -31.7% | -43.2% |
| 5Y | -51.2% | -18.5% | -32.7% | -50.0% |
| All | +22.0% | +87.9% | -65.9% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling