+644.6%
VRT vs OWL
+9.9%
+634.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +6.3% |
| 7D | +13.6% | -3.9% | +17.6% | +16.1% |
| 30D | +6.8% | -3.7% | +10.4% | +8.2% |
| 3M | -3.2% | +21.4% | -24.6% | -15.0% |
| 6M | +20.3% | +18.3% | +2.0% | +4.3% |
| YTD | +79.6% | -20.1% | +99.7% | +101.9% |
| 1Y | +139.0% | -32.8% | +171.8% | +199.6% |
| 3Y | +644.6% | +8.6% | +636.0% | +710.9% |
| All | +644.6% | +9.9% | +634.7% | +710.9% |
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