+67.8%
VTV vs OWL
+0.9%
+66.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.1% | -10.1% | +9.0% | +0.5% |
| 30D | -1.0% | -11.9% | +10.9% | +0.8% |
| 3M | +4.6% | +10.7% | -6.1% | +2.5% |
| 6M | +13.5% | +22.1% | -8.6% | +8.8% |
| YTD | +18.5% | -24.8% | +43.3% | +23.7% |
| 1Y | +22.9% | -39.2% | +62.1% | +33.2% |
| 3Y | +67.8% | +1.7% | +66.1% | +66.4% |
| All | +67.8% | +0.9% | +66.9% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling