+23.6%
OWL vs VFC
-72.4%
+96.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.4% | -3.5% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +7.3% | +24.6% | -17.3% | +1.0% |
| 3M | -16.8% | +38.4% | -55.3% | -24.1% |
| 6M | +4.0% | +15.3% | -11.3% | -1.1% |
| YTD | -29.0% | +12.7% | -41.7% | -32.5% |
| 1Y | -29.7% | +32.7% | -62.3% | -36.2% |
| 3Y | -13.5% | +43.7% | -57.2% | -30.4% |
| 5Y | -21.5% | -69.2% | +47.7% | -9.1% |
| All | +23.6% | -72.4% | +96.0% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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