+119.6%
VTV vs OWL
+27.7%
+91.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -0.7% | -6.4% | +5.7% | +0.4% |
| 30D | -0.5% | -5.0% | +4.5% | +0.2% |
| 3M | +5.3% | +15.4% | -10.1% | +2.5% |
| 6M | +12.9% | +15.5% | -2.6% | +9.2% |
| YTD | +18.5% | -22.7% | +41.1% | +22.4% |
| 1Y | +25.3% | -34.1% | +59.3% | +32.5% |
| 3Y | +68.2% | +5.1% | +63.1% | +61.8% |
| 5Y | +80.6% | -11.5% | +92.1% | +70.6% |
| All | +119.6% | +27.7% | +91.8% | +103.2% |
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