+30.9%
OWL vs VTEB
+2.6%
+28.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.9% |
| 7D | -10.1% | -0.9% | -9.2% | -9.2% |
| 30D | -11.9% | -2.5% | -9.4% | -9.5% |
| 3M | +10.7% | -3.0% | +13.7% | +14.4% |
| 6M | +22.1% | -2.1% | +24.3% | +25.2% |
| YTD | -24.8% | -1.5% | -23.3% | -23.3% |
| 1Y | -39.2% | +0.2% | -39.4% | -38.8% |
| 3Y | +1.7% | +8.6% | -6.8% | -9.4% |
| 5Y | -15.5% | +1.2% | -16.7% | -32.3% |
| All | +30.9% | +2.6% | +28.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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