+90.7%
OTIS vs FE
+67.1%
+23.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +12.8% | +4.5% | +8.2% | +11.5% |
| 3M | +7.4% | +1.3% | +6.0% | +7.0% |
| 6M | +7.7% | +8.7% | -0.9% | +5.4% |
| YTD | -9.3% | +9.2% | -18.5% | -11.5% |
| 1Y | -12.1% | +7.0% | -19.1% | -13.8% |
| 3Y | +0.6% | +51.4% | -50.8% | -10.1% |
| 5Y | -1.1% | +47.7% | -48.8% | -11.3% |
| All | +90.7% | +67.1% | +23.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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