-96.9%
OWLT vs VT
+101.3%
-198.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -1.5% |
| 7D | +1.2% | -4.2% | +5.4% | +6.8% |
| 30D | -13.3% | -5.8% | -7.5% | -6.4% |
| 3M | -22.9% | -5.2% | -17.7% | -17.2% |
| 6M | -14.5% | +0.1% | -14.6% | -13.8% |
| YTD | -73.8% | +8.2% | -82.0% | -75.5% |
| 1Y | -47.7% | +10.1% | -57.8% | -52.0% |
| 3Y | -2.1% | +69.7% | -71.7% | -41.5% |
| 5Y | -91.8% | +53.4% | -145.2% | -95.2% |
| All | -96.9% | +101.3% | -198.2% | -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 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