+13.5%
VT vs OWL
-30.2%
+43.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.4% |
| 7D | -1.6% | +11.0% | -12.6% | -3.0% |
| 30D | -2.5% | +13.8% | -16.3% | -4.2% |
| 3M | -1.3% | -5.7% | +4.4% | -0.8% |
| 6M | +3.1% | +8.0% | -4.9% | +1.5% |
| YTD | +10.9% | -26.4% | +37.4% | +14.4% |
| All | +13.5% | -30.2% | +43.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling