+925.7%
VRT vs OWL
+22.8%
+902.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.5% |
| 7D | -17.7% | +1.1% | -18.8% | -18.0% |
| 30D | -20.0% | +10.0% | -30.0% | -24.5% |
| 3M | -28.1% | -8.7% | -19.4% | -25.1% |
| 6M | -42.8% | +3.1% | -46.0% | -45.1% |
| YTD | +20.0% | -25.6% | +45.6% | +36.1% |
| 1Y | +3.5% | -25.5% | +29.0% | +16.9% |
| 3Y | +366.1% | -9.4% | +375.5% | +389.8% |
| 5Y | +632.2% | -18.2% | +650.3% | +610.1% |
| All | +925.7% | +22.8% | +902.9% | +873.0% |
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