+29.3%
OWL vs VTEB
+2.3%
+27.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.2% |
| 7D | -11.9% | -1.2% | -10.7% | -10.7% |
| 30D | -13.7% | -2.9% | -10.8% | -10.9% |
| 3M | +12.3% | -3.2% | +15.4% | +16.2% |
| 6M | +15.0% | -2.6% | +17.7% | +18.6% |
| YTD | -25.7% | -1.8% | -23.9% | -23.9% |
| 1Y | -39.5% | +0.2% | -39.7% | -39.1% |
| 3Y | +0.9% | +8.2% | -7.3% | -9.9% |
| 5Y | -16.5% | +0.8% | -17.4% | -32.9% |
| All | +29.3% | +2.3% | +27.0% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling