+115.1%
VTI vs OWL
+24.2%
+90.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.9% | -10.1% | +9.2% | +1.5% |
| 30D | -1.4% | -11.9% | +10.5% | +1.3% |
| 3M | +3.6% | +10.7% | -7.1% | +0.6% |
| 6M | +13.6% | +22.1% | -8.5% | +7.0% |
| YTD | +12.9% | -24.8% | +37.7% | +19.0% |
| 1Y | +17.2% | -39.2% | +56.4% | +29.5% |
| 3Y | +75.7% | +1.7% | +73.9% | +67.9% |
| 5Y | +75.4% | -15.5% | +90.9% | +63.9% |
| All | +115.1% | +24.2% | +90.9% | +96.2% |
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