+26.6%
OWL vs VT
+90.6%
-64.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.8% |
| 7D | -1.2% | -0.1% | -1.0% | -0.7% |
| 30D | +7.6% | -3.1% | +10.6% | +13.1% |
| 3M | -10.7% | -3.5% | -7.2% | -5.3% |
| 6M | +0.9% | +0.5% | +0.4% | +0.8% |
| YTD | -27.3% | +10.8% | -38.1% | -37.5% |
| 1Y | -27.2% | +11.9% | -39.0% | -38.4% |
| 3Y | -11.4% | +73.0% | -84.4% | -60.0% |
| 5Y | -20.0% | +58.6% | -78.6% | -61.1% |
| All | +26.6% | +90.6% | -64.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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