+69.1%
OTIS vs EFV
+247.1%
-178.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.4% |
| 30D | -6.0% | +0.6% | -6.7% | -6.4% |
| 3M | -0.9% | +7.5% | -8.4% | -5.5% |
| 6M | -17.3% | +13.0% | -30.4% | -23.8% |
| YTD | -19.6% | +18.3% | -37.9% | -28.3% |
| 1Y | -21.0% | +26.7% | -47.8% | -32.8% |
| 3Y | -12.1% | +89.6% | -101.7% | -43.4% |
| 5Y | -17.1% | +98.2% | -115.3% | -48.6% |
| All | +69.1% | +247.1% | -178.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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