-96.1%
OWLS vs VT
+11.0%
-107.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.8% | -2.7% |
| 7D | -11.0% | -4.2% | -6.8% | -7.0% |
| 30D | -59.9% | -5.8% | -54.1% | -57.4% |
| 3M | -59.9% | -5.2% | -54.6% | -57.4% |
| 6M | -64.0% | +0.1% | -64.1% | -63.2% |
| YTD | -67.4% | +8.2% | -75.6% | -69.1% |
| 1Y | -77.3% | +10.1% | -87.4% | -79.0% |
| All | -96.1% | +11.0% | -107.1% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling