+90.7%
OTIS vs FTV
+147.8%
-57.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.3% | +3.9% | -5.2% | -3.1% |
| 30D | +12.8% | +18.7% | -5.9% | +4.0% |
| 3M | +7.4% | +10.0% | -2.6% | +2.4% |
| 6M | +7.7% | +14.6% | -6.8% | +0.5% |
| YTD | -9.3% | +23.4% | -32.7% | -18.9% |
| 1Y | -12.1% | +31.3% | -43.4% | -23.8% |
| 3Y | +0.6% | +39.8% | -39.2% | -17.0% |
| 5Y | -1.1% | +17.7% | -18.8% | -13.6% |
| All | +90.7% | +147.8% | -57.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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