-11.5%
OWL vs VFC
-78.7%
+67.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -6.4% | -2.3% | -4.0% | -5.7% |
| 30D | -5.0% | -13.4% | +8.4% | -0.8% |
| 3M | +15.4% | -23.7% | +39.1% | +24.0% |
| 6M | +15.5% | -24.5% | +39.9% | +24.0% |
| YTD | -22.7% | -27.8% | +5.2% | -16.2% |
| 1Y | -34.1% | -13.5% | -20.6% | -33.1% |
| 3Y | +5.1% | -27.1% | +32.2% | +1.6% |
| 5Y | -11.5% | -79.0% | +67.6% | +57.1% |
| All | -11.5% | -78.7% | +67.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling