-39.2%
OWL vs VTEB
+0.4%
-39.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | 0.0% |
| 7D | -10.1% | -0.9% | -9.2% | -7.2% |
| 30D | -11.9% | -2.5% | -9.4% | -4.1% |
| 3M | +10.7% | -3.0% | +13.7% | +21.7% |
| 6M | +22.1% | -2.1% | +24.3% | +32.3% |
| YTD | -24.8% | -1.5% | -23.3% | -17.0% |
| 1Y | -39.2% | +0.2% | -39.4% | -30.7% |
| All | -39.2% | +0.4% | -39.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling