-96.9%
OWLT vs VT
+101.8%
-198.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +3.0% | -2.3% | +5.3% | +6.1% |
| 30D | -11.8% | -5.0% | -6.9% | -5.9% |
| 3M | -23.3% | -4.9% | -18.5% | -18.1% |
| 6M | -19.8% | -1.5% | -18.3% | -17.6% |
| YTD | -74.2% | +8.5% | -82.7% | -76.0% |
| 1Y | -52.5% | +11.4% | -63.8% | -56.9% |
| 3Y | -3.9% | +70.1% | -74.0% | -42.8% |
| 5Y | -92.0% | +53.7% | -145.7% | -95.3% |
| All | -96.9% | +101.8% | -198.7% | -98.2% |
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