+0.3%
FLUT vs OTIS
+115.8%
-115.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +9.3% | +12.8% | -3.5% | +4.2% |
| 3M | -17.5% | +7.4% | -24.9% | -19.8% |
| 6M | -14.6% | +7.7% | -22.3% | -17.2% |
| YTD | -62.3% | -9.3% | -53.0% | -61.1% |
| 1Y | -59.6% | -12.1% | -47.5% | -57.8% |
| 3Y | -45.3% | +0.6% | -45.9% | -46.7% |
| 5Y | -50.4% | -1.1% | -49.3% | -52.5% |
| All | +0.3% | +115.8% | -115.4% | -18.3% |
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