+122.1%
VGT vs OWL
-0.3%
+122.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | +0.2% |
| 7D | -1.0% | -11.9% | +10.9% | +2.9% |
| 30D | -0.4% | -13.7% | +13.3% | +4.1% |
| 3M | +6.6% | +12.3% | -5.6% | +2.0% |
| 6M | +31.0% | +15.0% | +16.0% | +23.1% |
| YTD | +27.2% | -25.7% | +53.0% | +38.7% |
| 1Y | +34.5% | -39.5% | +73.9% | +57.0% |
| All | +122.1% | -0.3% | +122.4% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling