+196.5%
VGT vs OWL
+24.2%
+172.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -0.2% | -10.1% | +10.0% | +3.1% |
| 30D | -0.4% | -11.9% | +11.5% | +3.3% |
| 3M | +4.4% | +10.7% | -6.3% | +0.5% |
| 6M | +32.1% | +22.1% | +9.9% | +22.1% |
| YTD | +28.8% | -24.8% | +53.6% | +38.2% |
| 1Y | +35.3% | -39.2% | +74.5% | +54.5% |
| 3Y | +124.8% | +1.7% | +123.0% | +115.3% |
| 5Y | +137.9% | -15.5% | +153.4% | +122.4% |
| All | +196.5% | +24.2% | +172.3% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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