-28.2%
OWL vs VCIT
+3.2%
-31.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | +7.8% | +1.9% | +5.9% | +4.8% |
| 3M | -12.7% | -1.4% | -11.2% | -10.6% |
| 6M | -2.8% | -2.1% | -0.7% | +0.7% |
| YTD | -30.1% | -1.6% | -28.4% | -28.0% |
| 1Y | -29.1% | -0.9% | -28.2% | -27.7% |
| 3Y | -12.3% | +20.0% | -32.2% | -32.2% |
| All | -28.2% | +3.2% | -31.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling