-18.5%
OTIS vs EFV
+94.1%
-112.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -5.0% | -2.0% | -3.0% | -3.7% |
| 30D | -6.5% | -0.2% | -6.3% | -6.4% |
| 3M | -2.0% | +9.1% | -11.1% | -7.9% |
| 6M | -20.2% | +11.7% | -31.9% | -26.4% |
| YTD | -21.0% | +17.0% | -38.0% | -29.8% |
| 1Y | -20.9% | +26.7% | -47.6% | -33.7% |
| 3Y | -13.3% | +90.2% | -103.5% | -47.5% |
| 5Y | -18.5% | +96.1% | -114.6% | -53.2% |
| All | -18.5% | +94.1% | -112.6% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling