+115.8%
VTI vs OWL
+32.0%
+83.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.5% |
| 7D | +0.6% | -3.9% | +4.6% | +1.6% |
| 30D | -1.1% | -3.7% | +2.6% | -0.4% |
| 3M | +3.9% | +21.4% | -17.5% | -1.2% |
| 6M | +14.6% | +18.3% | -3.7% | +8.8% |
| YTD | +13.3% | -20.1% | +33.4% | +17.8% |
| 1Y | +19.2% | -32.8% | +51.9% | +28.5% |
| 3Y | +77.4% | +8.6% | +68.8% | +67.1% |
| 5Y | +74.0% | -4.5% | +78.5% | +60.1% |
| All | +115.8% | +32.0% | +83.8% | +94.2% |
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 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