+631.1%
VRT vs OWL
-18.5%
+649.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.6% |
| 7D | -17.7% | +1.1% | -18.8% | -18.1% |
| 30D | -20.0% | +10.0% | -30.0% | -25.4% |
| 3M | -28.1% | -8.7% | -19.4% | -24.6% |
| 6M | -42.8% | +3.1% | -46.0% | -45.8% |
| YTD | +20.0% | -25.6% | +45.6% | +39.6% |
| 1Y | +3.5% | -25.5% | +29.0% | +19.6% |
| 3Y | +366.1% | -9.4% | +375.5% | +361.4% |
| All | +631.1% | -18.5% | +649.6% | +618.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling