+100.2%
VT vs OWL
+38.2%
+62.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +0.4% | -2.2% | +2.7% | +0.9% |
| 30D | +1.0% | +3.7% | -2.7% | 0.0% |
| 3M | +2.4% | +17.5% | -15.1% | -1.5% |
| 6M | +12.0% | +18.5% | -6.5% | +6.9% |
| YTD | +15.3% | -16.3% | +31.7% | +18.3% |
| 1Y | +22.6% | -29.7% | +52.3% | +30.0% |
| 3Y | +74.7% | +14.2% | +60.5% | +62.5% |
| 5Y | +66.1% | +2.5% | +63.7% | +51.0% |
| All | +100.2% | +38.2% | +62.0% | +78.4% |
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