+66.1%
OTIS vs FE
+62.8%
+3.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -5.0% | -1.7% | -3.3% | -4.6% |
| 30D | -6.5% | -1.3% | -5.2% | -6.2% |
| 3M | -2.0% | +0.6% | -2.6% | -2.1% |
| 6M | -20.2% | -6.8% | -13.3% | -18.8% |
| YTD | -21.0% | +6.4% | -27.4% | -22.4% |
| 1Y | -20.9% | +11.3% | -32.1% | -23.2% |
| 3Y | -13.3% | +47.1% | -60.4% | -22.1% |
| 5Y | -18.5% | +50.4% | -68.9% | -27.1% |
| All | +66.1% | +62.8% | +3.3% | +39.9% |
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