-95.8%
OWLS vs VT
+15.7%
-111.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.9% |
| 7D | -12.4% | -0.3% | -12.1% | -12.1% |
| 30D | -57.0% | -1.4% | -55.5% | -56.3% |
| 3M | -57.0% | -1.4% | -55.6% | -56.3% |
| 6M | -61.1% | +5.5% | -66.5% | -62.1% |
| YTD | -65.0% | +12.8% | -77.8% | -68.2% |
| 1Y | -73.5% | +15.4% | -88.9% | -77.0% |
| All | -95.8% | +15.7% | -111.5% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling