+66.1%
OTIS vs FCUV
-99.5%
+165.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -5.0% | -72.0% | +66.9% | -4.9% |
| 30D | -6.5% | -8.0% | +1.5% | -6.5% |
| 3M | -2.0% | +66.3% | -68.2% | -2.5% |
| 6M | -20.2% | -75.3% | +55.1% | -20.3% |
| YTD | -21.0% | -83.0% | +62.0% | -21.0% |
| 1Y | -20.9% | -94.7% | +73.8% | -20.6% |
| 3Y | -13.3% | -99.3% | +85.9% | -13.2% |
| 5Y | -18.5% | -99.9% | +81.3% | -18.4% |
| All | +66.1% | -99.5% | +165.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 all: compounded portfolio wealth divided by compounded FCUV 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…
all analysis · Full analysis span regression · 6 months rolling