-10.7%
OWL vs VCIT
+20.1%
-30.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -0.5% | -1.7% | -1.5% |
| 30D | +11.6% | +1.5% | +10.1% | +9.4% |
| 3M | -13.8% | -1.0% | -12.8% | -12.6% |
| 6M | +7.8% | -1.7% | +9.5% | +10.3% |
| YTD | -25.8% | -1.4% | -24.4% | -24.3% |
| 1Y | -26.5% | -0.9% | -25.5% | -25.2% |
| All | -10.7% | +20.1% | -30.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling