+196.1%
VGT vs OWL
+27.7%
+168.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.9% |
| 7D | +1.5% | -6.4% | +7.9% | +3.5% |
| 30D | +0.5% | -5.0% | +5.5% | +1.8% |
| 3M | +5.3% | +15.4% | -10.2% | +0.1% |
| 6M | +32.4% | +15.5% | +17.0% | +24.6% |
| YTD | +28.6% | -22.7% | +51.3% | +36.9% |
| 1Y | +37.6% | -34.1% | +71.7% | +53.0% |
| 3Y | +125.5% | +5.1% | +120.4% | +113.9% |
| 5Y | +135.2% | -11.5% | +146.7% | +117.9% |
| All | +196.1% | +27.7% | +168.4% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling