+29.4%
OWL vs VCIT
+2.9%
+26.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.6% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +10.0% | +1.1% | +8.9% | +8.3% |
| 3M | -8.7% | -1.4% | -7.3% | -6.7% |
| 6M | +3.1% | -2.3% | +5.5% | +6.9% |
| YTD | -25.6% | -1.8% | -23.8% | -23.4% |
| 1Y | -25.5% | -1.0% | -24.5% | -23.9% |
| 3Y | -9.4% | +19.3% | -28.7% | -28.4% |
| 5Y | -18.2% | +3.8% | -21.9% | -32.1% |
| All | +29.4% | +2.9% | +26.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling