+94.5%
VT vs OWL
+22.6%
+71.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -2.1% | +1.5% | -0.3% |
| 30D | -1.7% | +11.6% | -13.3% | -4.2% |
| 3M | -2.3% | -13.8% | +11.5% | +0.4% |
| 6M | +1.5% | +7.8% | -6.3% | -1.0% |
| YTD | +12.0% | -25.8% | +37.8% | +17.5% |
| 1Y | +12.9% | -26.5% | +39.4% | +18.4% |
| 3Y | +74.9% | -9.6% | +84.6% | +71.0% |
| 5Y | +59.9% | -20.8% | +80.7% | +49.4% |
| All | +94.5% | +22.6% | +71.9% | +77.2% |
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