-97.5%
OWLT vs VT
+106.5%
-204.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.5% | -0.3% | -25.3% | -25.2% |
| 7D | -17.5% | +2.4% | -19.9% | -19.6% |
| 30D | -22.0% | -1.5% | -20.5% | -20.1% |
| 3M | -45.1% | -4.1% | -41.0% | -41.9% |
| 6M | -38.8% | +0.6% | -39.3% | -38.7% |
| YTD | -78.8% | +11.0% | -89.8% | -80.7% |
| 1Y | -66.1% | +13.3% | -79.5% | -70.0% |
| 3Y | -46.6% | +73.4% | -120.0% | -68.9% |
| 5Y | -95.1% | +57.4% | -152.5% | -97.2% |
| All | -97.5% | +106.5% | -204.0% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling