-96.3%
OWLT vs VT
+114.5%
-210.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | -9.5% | +1.0% | -10.4% | -10.4% |
| 3M | -2.5% | +2.4% | -4.9% | -5.1% |
| 6M | -58.1% | +12.0% | -70.1% | -62.8% |
| YTD | -69.2% | +15.3% | -84.6% | -73.5% |
| 1Y | -31.8% | +22.6% | -54.4% | -44.8% |
| 3Y | +45.2% | +74.7% | -29.5% | -17.4% |
| 5Y | -94.5% | +66.1% | -160.6% | -97.0% |
| All | -96.3% | +114.5% | -210.8% | -98.0% |
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