+30.9%
OWL vs VFC
-81.9%
+112.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.1% | 0.0% |
| 7D | -10.1% | -1.4% | -8.7% | -9.8% |
| 30D | -11.9% | -9.0% | -3.0% | -9.6% |
| 3M | +10.7% | -24.2% | +34.9% | +18.6% |
| 6M | +22.1% | -18.5% | +40.6% | +27.8% |
| YTD | -24.8% | -25.9% | +1.1% | -19.6% |
| 1Y | -39.2% | -13.0% | -26.2% | -38.4% |
| 3Y | +1.7% | -20.3% | +22.1% | -3.9% |
| 5Y | -15.5% | -78.1% | +62.6% | +11.4% |
| All | +30.9% | -81.9% | +112.8% | +67.5% |
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