-95.9%
OWLS vs VT
+13.8%
-109.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -14.3% | -1.6% | -12.7% | -12.9% |
| 30D | -58.2% | -2.5% | -55.7% | -57.0% |
| 3M | -57.9% | -1.3% | -56.6% | -56.9% |
| 6M | -62.2% | +3.1% | -65.3% | -62.5% |
| YTD | -65.9% | +10.9% | -76.8% | -68.5% |
| 1Y | -75.8% | +12.1% | -87.9% | -77.5% |
| All | -95.9% | +13.8% | -109.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling