+1,381.2%
VRT vs OWL
+38.2%
+1,343.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.8% |
| 7D | +9.1% | -2.2% | +11.4% | +10.4% |
| 30D | +0.9% | +3.7% | -2.8% | -1.7% |
| 3M | -13.4% | +17.5% | -30.9% | -21.7% |
| 6M | +11.7% | +18.5% | -6.9% | -2.0% |
| YTD | +73.2% | -16.3% | +89.6% | +84.8% |
| 1Y | +123.4% | -29.7% | +153.1% | +160.5% |
| 3Y | +606.2% | +14.2% | +592.0% | +555.5% |
| 5Y | +899.9% | +2.5% | +897.4% | +809.0% |
| All | +1,381.2% | +38.2% | +1,343.0% | +1,221.4% |
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